I use Mull as my mobile browser, it has an option so any link clicked will only pull up in a private tab. It seems like thtat's as close as you'll get currently. But hey, at least theres uBlock on mobile with FF
Firefox
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That option is actually present in Firefox, too (Settings -> Private Browsing -> Open links in a private tab).
Yes, for the desktop PC there is the addon "Cookie AutoDelete". Unfortunately, there is no such thing for Android yet.
Well, you can get it installed via a workaround.
You need either Firefox Nightly or an official Firefox build (like Fennec, Mull etc.). And then follow these instructions: https://blog.mozilla.org/addons/2020/09/29/expanded-extension-support-in-firefox-for-android-nightly/
I have been using Cookie AutoDelete like this for probably more than a year now and it has been working fine as far as I can tell.
Mozilla presumably has a somewhat different opinion, though, otherwise they would have probably added it to the officially supported extension by now. For example, it might drain battery life or something similar, which I wouldn't be able to tell with my naive usage.
Could you not use something like Cookie Autodelete? I mean, on some FF forks on android you can install the XPI directly. I use Cookieweb Preview and on it, you can do that. I also use LibRedirect and it works on mobile. I assume that at least some of the options in CA would work.
https://github.com/CookieJarApps/SmartCookieWeb-Preview/releases