Assuming you are on a Windows domain, since they are able to control your Chrome. Chrome uses all the built in Windows settings. Have you check for proxy settings in internet options? Firefox I believe still uses standalone settings, and will need to be configured manually.
Other thing they could be doing is adding certificates to the Windows certificate store, that Firefox does not trust. Though I expect you would see an error about invalid certs in that case.
Other thing they could be doing is adding certificates to the Windows certificate store, that Firefox does not trust. Though I expect you would see an error about invalid certs in that case.