It's been ages since I've used GPOs to configure IE, but I thought that you could see what changes are being made (if any) just by looking at your browser settings (particularly security and connection) and if you are being blocked from doing that, then you have a clue there is some jiggery-pokery going on.
However, it's possible that it's as simple as there being a proxy which IE is auto-discovering and configuring itself to use, and FF is not doing that. If there is URL blocking configured at the proxy, it might be that IT is not even aware that FF is bypassing it.
Or... another thought... it's even possible that there is a filtering proxy in situ, which is not even intended for general browsing use, but the default settings in IE result in it auto-discovering and using it in error (Connection>Lan Settings) and I don't think FF does that by default (?). Again, IT will be best placed to explain what the issue is.