I also may not understand. What I read out of it is that Cortana sends a Bing search request to your default search engine (Firefox or otherwise) and Firefox turns it into a search request to its current default search engine. The existence of a Chrome plugin for doing the same indicates that until this change, Cortana searches would go to Bing no matter what.

This has nothing to do with searches made from within Firefox. This is Firefox intercepting searches made from Cortana and sending them to your chosen search engine. Cortana uses Bing and there's no way to change it. I disabled the Cortana search bar for this reason, since I don't want to use Bing.