This is an issue with how Firefox stores its bookmarks. But there is a setting that will export Bookmarks to an HTML file when Firefox quits.
- In Firefox, type about:config in the address bar.
- Click the button to accept the risk.
- Search for Bookmark
- Double-click the line that reads Browser.bookmarks.autoExportHTML. The value should be set to True.
- Quit Firefox. (I actually suggest relaunching and quitting it again, just to make sure.)
- Attempt the import of Bookmarks into DEVONthink.