Hot Take Microsoft quietly reveals whether you need a third-party antivirus software in Windows 11

So, according to the Microsoft article, I must use this chain to be secure? For instance, if I use Firefox rather than Microsoft Edge, am I not secure, or is it better to use a third-party antivirus program?

When using Firefox, you miss SmartScreen. However, you may use a browser extension like Malwarebytes Browser Guard or a similar one.
Another problem is "Block at First Sight," which is not supported in Firefox. But, this is mainly covered by SmartScreen for Explorer.
Generally, the advantage of third-party AV is when you do not like/respect SmartScreen for Explorer.