Yeah, it's Mac OS only. Windows has had inline PDF viewing all along (with the right plugins anyway). I find it very odd that Mac OS hasn't had this built-in from the beginning.
Mac OS does have built in inline PDF reading for any browser that uses Webkit (Safari, etc), or really any program that uses standard OS X APIs. Firefox has never really been a proper OS X application, so in this particular case Firefox on OS X doesn't support inline PDF.
OS X also has temp folders, so the decision of where to dump files is up to Firefox too, and not the OS.
Firefox 3 at least seems to be making a minor attempt at feeling more like a native OS X app, but it still has a ways to go. I still haven't seen a must have feature in Firefox to make me want to switch away from Safari. And yes, I have addons for Safari to do ad blocking and such.
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