Hi kandalar, are you comparing Firefox's Tracking Protection feature? This article has more information on that feature: What happened to Tracking Protection?.

Unfortunately, Tracking Protection does not let you select which tracking scripts to allow in a page -- either everything on the list is blocked, or everything is allowed. Extensions allow you to be more selective, and to save your preferences from one session to the next. So they are still very useful if you like to exercise a lot of control over what loads into a page.

Note that Firefox shows the shield icon at the left end of the location/address bar in case content is blocked by Tracking Protection.

• click the shield icon for more detail and possibly disable the protection

You can check the Web Console for more detail about what content is blocked.

• "3-bar" menu button or Tools -> Web Developer
• https://developer.mozilla.org/en/Tools/Web_Console