at present time, xfdesktop opens a thunar window when clicking on the desktop on a subdirectory of $HOME/Desktop, though nautilus is selected as default filemanager in "favorites applications" settings dialog. To me, either xfdesktop should open the directory in the default filemanager instead, or it should start nautilus desktop manager (maybe a cleaner solution, since as soon as a nautilus window is open, xfdesktop is replaced by nautilus desktop manager)
same problem with dolphin
I think that should be taken into account when thunar replaces xfdesktop in xfce 4.10
*** This bug has been marked as a duplicate of bug 6537 ***