Whenever I try to mount a network share, Thunar asks me for the password to unlock my SSH key. I'm running ssh-agent, so Thunar should attempt to authenticate using it instead of asking me for the password. Just to clarify: If, for example, I use sshfs I'm not prompted for the key's password, since it uses ssh-agent. I belive Thunar should do the same in this scenario.
This is something in gio/gvfs. Thunar does nothing for this. I didn't set session-save passwords tho, so that's been enabled in commit 65dd2dd.