FF used to do this as I used to have a mail button that would open Thunderbird for me, but it disappeared a few years ago. I'm not sure why. Try searching the add-ons site though, you might find something that restores this functionality.

If all you want to do is mail someone a page link, you can do so from the Firefox or File menus with the "send link" entry. It will open a new message in your default email client with the link to the page already pasted in. (though not activated as a hyperlink by default in TB, you'll have to make it a hyperlink yourself)

http://webdesigns.ms11.net/getmail.html