Except then you have to find, install, and configure that program, which not everybody may be able or willing to do. We have trust browsers, for better or worse, and many people may not be comfortable identifying another trustworthy program to handle FTP downloads (due to malware/adware concerns), especially when they're trying to do something else. Having something in the browser saves users a trust decision.
Also, this feature has been so established that lots of stuff was designed expecting it to work that will now be broken. I also wouldn't be surprised if some FTP sites (say with old drivers) just get taken offline without being migrated, due to this.
The net security impact of dropping ftp support from the browser may well be negative.
A lot of sites, especially old ones, are build with the assumption that every browser can access FTP links as you would with HTTP. And so for example a download section is a link to a FTP server.
To me removing it is stupid. Is it a security concern? Not really. Also not having it in the browser will not make security better, a person that needs it will use it with another client. Will make the browser faster or smaller? Not really, a FTP client is something really simpler, and browser have them since ever.
And yes, if I have the URL I can use curl to download the file from FTP, even if downloading it from the browser would be easier. But most of the times there is a link to the server directory, with multiple files to select. Yes I can use Windows explorer and connect to the FTP server and browse it, but to be fair, or just open Internet Explorer and past the FTP link.
