Scenario: 2 Thunar windows open. Version 1.6.6, but bug was existing on older versions also (at least since Linux Mint 16). Folder tree structure shown in the left part of the window. Both are set to NOT SHOW hidden files. In one window set Thunar to SHOW hidden files. This triggers also in the other Thunar window that hidden files are shown. Now switch back to NOT SHOW hidden files (in the window that you first turned them on, may work also vice versa). Result: The other window still shows the hidden folders in the folder tree structure - and whatever you select there to show or not show hidden files, it won't change for that window (well, until you close it).
Cannot reproduce with the steps provided. Windows settings are independent from each other. Closing as "works for me".