I use https://addons.mozilla.org/en-US/firefox/addon/send-to-mpv-p... for this (can also be configured to use other media players). My only complaint is that the extension looks for video elements (when invoked for the active page rather than on a link) and if it finds any it sends those URLs to mpv instead of the page URL. This is great when you need to run some JS to get to the URLs which yt-dlp? does not understand but mostly is just annoying because it manages to break things when mpv with just the page URL works fine.
Nothing "just" about that. Right click -> open in MPV is low friction. Launching MPV, arranging your windows so that both MPV and the browser is visible at the same time and then doing a drag-and-drop is much higher friction.
That's a super neat feature - where does it come from? uMatrix?