If you are on Windows, Mozilla apparently removed the option for it (browser.urlbar.clickSelectsAll) when they were optimizing the code. The last time I checked around, as I also get annoyed by it, everything pretty much said the switch will never come back

There was however a sort of hack that involved playing around with one of the config files in the program folders. I’m not sure if it persists through updates or even works still though.

https://superuser.com/questions/540851/go-back-to-not-selecting-the-whole-url-when-i-click-the-address-bar