I use my laptop with 2 external monitors & the lid closed -- and I have it set to not suspend when lid is closed (if power is connected). This works when I'm logged in, but something else (systemd) manages the power at the login screen (lightdm). If I close the lid then, suspend happens and I have to wake it back up.
This does not happen when the lid was closed before lightdm popped up, but that's a quirk of that other power manager.
Another major annoyance is that if I wake it at login screen, log in, but then select shutdown from the menu, a suspend happens immediately after the logout portion of shutdown -- and the laptop stays suspended!

For UI consistency, the XFCE settings should be able to control what happens at the login screen, not just the session.