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@leocg I was about to uninstall them both and reinstall, but when I opened the Firefox uninstaller wizard, it gave me an option to refresh Firefox. I clicked it and I believe it created a fresh build of Firefox, then I checked Opera GX's settings to find that Firefox was now an available option. I clicked import for all of my data and now I am all set to go! Thank you for your help!
@chadek I am also having this issue and I know this post is old, but was there any way that was found to fix this? Here is an image of what I am sure chadek is experiencing. 
As you can see, there is simply no option to import from FireFox. I have looked around at some other forum posts and nothing has seemed to work. Although some mentioned the possibility of the importing not working due to a mismatch in the browsers version. (i.e. 32-bit or 64-bit) What I have gathered is that it could be possible to import as long as both browsers have the same version. However, I hope someone has already figured this out and has a fix to this. Otherwise, I would greatly appreciate some help as I would love to fully make this switch over.