This issue has been mentioned by someone else in forum thread http://www.linuxquestions.org/questions/slackware-14/xfce4-10-automount-disk-on-desktop-on-login-947198/

"with xfce4.10, when I login the usb disks I have plugged in appear on the desktop but unmounted"

Please improve XFCE so that removable volumes are automounted on startup.  

My user who has this issue is running an earlier version of XFCE (4.8.3 I believe - since it is earlier than the mentioned 4.10, I didn't note my user's exact version number.)  

The workaround for my user is to leave the USB disks unplugged during startup, then plug them in after startup.  This causes the USB disks to be automounted, but file-browser windows are also opened for them, which would be OK for USB disks (e.g., thumb drive) that were intended to be plugged in after startup, but is unwanted for the particular USB disks in question.  

The workaround at the end of the above forum thread is also not acceptable, since it involves hard-coding a specific USB insertion order (block-device names) and specific mount points into the /etc/fstab file, and thus won't work as expected if USB storage devices are plugged-in in a different order, or if the partition names of the USB disks are changed.  

I am sure that multiple users will be grateful for the requested improvement.