Downstream bug: https://bugzilla.redhat.com/show_bug.cgi?id=809456 "I'm using XFCE. I have Preferred Applications -> Utilities -> File Manager set to Thunar. When I use in Firefox's Downloads window right click and select Open Containing Folder, nautilus window opens, not thunar's." see downstream bug for more info.
I can't reproduce. Is it still the case for you ?
If you cannot reproduce it go ahead and close it. :)
Closing, thank you.