Because it will try to resolve the symlink and expect the configuration files to be found in the correct paths relative to its “true” location.
But I just tried and found that its the actual “firefox” executable at firefox-unwrapped/lib/firefox/firefox, which does the resolving. It would have to be copied, but the rest can be symlinked, and its only a few k.
Edit: Ok, actually that’s to be expected, after all the other things there are shared libraries. It would be extremely odd for paths to be resolved relative to one of them.