It evidently is a MIME type thing - but it's unusual for that to be browser-sensitive isn't it? If the MIME type for GPX files is not set up (and on most servers 'out of the box' it isn't) then Firefox will just display a load of text gobbledygook, in common with other browsers.
The solution, since you don't have control over the server settings, is to accompany the file link with text that says 'to download a GPX file, right-click and Save As'.
If IE has taken to saving with an .xml extension (which of course on many computers is hidden anyway), then maybe you have to extend the message to add 'and Save As a .gpx file'.
GPX is a form of XML, so by removing the top line you are corrupting the file. It's quite likely that some software and some GPS models would be unable to read it. Just becausee it works with the mapping and GPS you use, proves nothing.