I guess a bunch of things, as they are specialized apps:

• proper auth. I think with Firefox you can have a password, but a password manager will have multiple options for 2fa including security keys, and on phone fingerprint unlock etc. In general, password managers are more resistant to malicious users gaining access to your device.
• store all kinds of stuff. Not everything happens in the browser, and it's just convenient to have an app just for credentials. Many password managers allow to store and autofill credit cards too, for example.
• on the fly generation of aliases. Password managers have external integrations. For example proton and bitwarden can integrate with simplelogin.io to generate email aliases when you choose to generate a new username.
• org-like features. Password managers can be also convenient for sharing with family (for example). I do manage a bitwardes organization used by all my immediate family, which means I can share credentials easily with any of them. Besides the sharing I can also ensure my (not tech savvy mom) won't lock herself out (emergency breakglass access configurable) and technically enforce policies on password strength etc.
• as banal as it is, self-managing. I like to run my own services and running my own password manager with my own backups gives me peace of mind.
• another perhaps obvious point. More compatibility? I can use my password manager on whatever device, whatever browser. For some, it might not change anything, but it's a convenient feature.

As a personal addition, I would say that I simply want the cornerstone of my online security to be a product for a company that is specialized in doing that. I have no idea how much effort goes into the password manager from Mozilla, for example.

I need to enter passwords in lots of places that aren't a browser.

If Firefox's password keeper meets your needs, then I would endorse using that, for sure.

(I use KeepassXC)

I use the notes section alot. I can store all kinds of related info. For example on sites that still use a username to login, I can put the email I used to sign up in the notes section.

I'll also do security questions answers here. Using a pasphrase generator for those is good. No one is going to check if your first dog's name really was "consoling-roving-activator-earflap" and no one can find it on your over sharing grandma's Facebook.

I'll also attach any license keys/relevant files for software, now those stay encrypted and backed up with the database instead of in a random folder of text files.

I thought I read somewhere that the build in browser password saves are not very secure.

This was maybe 5 years ago so i am guessing they have improved it?

In addition to what the others have said, with those other password managers you dont have to do much if you decide to change browsers some day.