For some reason, custom actions in Thunar are missing the DESKTOP_SESSION environmental variable which is set by my xinitrc. This variable is present in my terminals however. This has the consequence that xdg-open does not rezognize that Xfce is running and does not hand over URLs to exo-open like it should, which in turn means that the preferred applications I've set in Xfce are not considered by xdg-open.
Works for me with command = notify-send "$DESKTOP_SESSION"
Yup, seems Thunar is seeing the env var now. Additionally, xdg-open appears to be able to figure out to use exo-open even without this env variable. Two reason for this being fixed.