That functionality is actually there. For any website that you visit where your phone also has an app to open those links in, a little Android head will appear in the address bar you and you can touch that to open with the app. Not intuitive really but it always works well once you get used to it.
I wish it was possible to configure Firefox for Android to automatically launch the native app instead of showing an Android head. It's one additional step that annoys me and slows me down, as it will needlessly load the page in Firefox instead of loading the content in the app.