Firefox's reader is an improvement over Adobe's, sure, but that's like beating snail in a foot race. Go Firefox, you show'em Chrome! It's still not SumatraPDF, it's not Evince. Saving the file and having it auto-open these programs takes less time then waiting for the browsers PDF readers to kick in. Of course it could be better, but frankly, I'd rather things be more unix'y, not less.
A major problem with saving all pdf files to be opened in a separate program is having to delete the temporary files afterwards. That's not very unix-y.
Another, less common, problem is erasing the URL in the process.