Except they actually provide useful features like Firefox Sync. If you opt into that service it is impossible for them to provide it to you withouth having your data on their servers.
They should be transparent about what data they have. There are options like "Allow Firefox to send technical and interaction data to Mozilla" and "Allow Firefox to send backlogged crash reports on your behalf" in Firefox, I don't recall if they are enabled by default when you install the browser but I seem to recall that at least one of them is. These options have nothing to do with the Sync feature.