First question I'd ask is why .Net might be included in Firefox...
The .Net extensions in any browser just allow them to execute .Net code when they encounter it. Same as Java.
As to why MicroSoft would do it, I can only guess that they want to get their .Net functionality embedded into as many applications (mostly browsers) that they can. And making it difficult to remove is annoying to users, but the vast majority will never even notice, so MS probably figured it would be worth it.
If Techies ran the world MSWindows probably wouldn't even exist by now. Instead everything would be a big hodgepodge of Unix flavors.