Firefox = No Spyware?

Does Firefox completely block spyware?

I've only recently started using Firefox exclusively and have noticed something that's shocking: no matter where I go, including sites that I know for certain always have tracking cookies from ads (even here sometimes), when I scan with Ad-Aware Pro I find absolutely no spyware.

It's not that there's spyware, but when using Firefox it's "leeching" into other places, right? I mean, Ad-Aware would find it regardless, even in Firefox's system folders, temp etc. right?

I find this absolutely bizarre (but great, as long as there's not something I'm missing here) that it seems Firefox actually does block spyware.

I only used Firefox briefly a long time ago, and recently, have used Ad-Watch with IE to block spyware in real-time. I finally decided to use Firefox full-time and noticed I was not getting nailed with any tracking cookies even from gaming sites etc. (which almost always leave something on your system) and have been totally shocked. So I've been scanning my system a few times a day after browsing everywhere... and nothing.

Just wanted to make sure this is actually the case, and more curious as to friggin' how, because I would have been using Firefox a long time ago if I would have known it literally kept anything from getting on your system!

..and not wasting my time with a third-party program to do the same job.

I'm impressed, to say the least.

P.S.
Just in case...

I know tracking cookies leech onto temp files, and I have FF set to delete all files upon closing.

So maybe it's not actually blocking them, but getting rid of them upon closing?

Because clearing IE's cookies does the same thing even w/o having to use Ad-Aware, when things are leeched onto just temp files.

So is that what's actually happening? Just getting rid of cookies, history etc.