Some websites are designed to load fast using the QUIC protocol that only Chrome supports right now. As far as I know, Firefox will support SPDY, which is backwards compatible, but if you are wondering why some sites load faster with Chrome this is one reason. We are using an implementation of QUIC on this site, probably one of the few forums to do so. Whether or not you notice a significant difference in loading times is questionable, but what QUIC does have over SPDY and HTTP2 in general, is that QUIC has packet redundancy over UDP (as opposed to sending packets straight through TCP). All of this is very complex, but at the end of the day, it just means QUIC is a little better/faster for people with poor connections. I'd imagine if you like Firefox better, it would be wise to use the browser you like more.
I prefer Chrome but I also use Edge from time to time to test things.