I wouldn't but Firefox has a Files and Applications menu where you can set what actions it performs on downloading a file. You could set that to automatically open with an zip extracting program or a batch file / bash script.

But safari's "feature" sounds dangerous to me - it would be a good vector to attack a system - also just bloody annoying. I wouldn't want the content of my zip files spewed all over my downloads folder.

But yes Firefox can hand any downloaded file over to another program on download if you want to go that way. I don't think it can run an executable though, although again you could probably write a batch file to do that on windows (and possibly a bash script on m Linux) if you like living dangerously.

But just because you can do something doesn't mean you should.