By default thunar is using xterm instead of my preferred terminal emulator (say terminator) to open desktop files with Terminal=true. Nota bene: it's not a custom action but a custom desktop file. Neither exo-preferred-applications nor update-alternatives nor gsettings did the trick.

It may be a hardcoded terminal in glib/gio, as suggested by these threads:

    https://mail.gnome.org/archives/vala-li … 00061.html

    sourceforge.net/p/pcmanfm/bugs/758/?page=2

    https://bugs.launchpad.net/ubuntu/+sour … bug/501192