Do you have problems to install the Tampermonkey extension? Otherwise this is a problem of one specific userscript.

File system access was "optimized" away when the Firefox WebExtension API was designed [1]. That's why Tampermonkey needs to store all data in an internal Firefox database [2].

[1] https://wiki.mozilla.org/WebExtensions/Filesystem
[2] https://developer.mozilla.org/en-US/Add-ons/WebExtensions/API/storage/local