If you mount an ntfs partition and use gid to set a group, thunar doesn't check if your user has write permissions from that group. When you do a right click, "Create Folder" and "Create Document" are not accessible.
Thunar uses access(2) to check whether the user can read or write files/folders. So if access(folder, W_OK) fails on a directory the "Create Folder" and "Create Document" options are grayed out.
So that's not a bug in Thunar then.