I have tried two other possibilities both open source:

Epiphany Browser

Chromium Browser - unbranded version of Google Chrome

In both cases the feature works. It's clear that the way I have Firefox set up is the reason it doesn't work there. As others have said it does work with the pop up blocker active, then I suspect Ad Block Plus may be the reason, but I haven't checked it.

I can see it could be useful but I'm not worried either way. I now know I have a way to use the feature should I need it.

Cheers