Firefox doesn't use the KDE file picker by default. You can set widget.use-xdg-desktop-portal.file-picker to 1 to use the desktop environment's native picker.
To be fair, even when both UI elements are both a part of Dolphin, the element shown when selecting files in a browser is different than a default Dolphin instance. In-browser you are selecting where to download a file, or what file to upload, and it is assumed that you don't intend to open a file locally, so turning off single click in this instance is actually pretty intuitive.