Comment 8 for bug 1778069

You can fix this issue by removing the line "x-scheme-handler/file=exo-file-manager.desktop" from the following files:

/usr/share/xubuntu/applications/defaults.list (provided by Xubuntu)
~/.config/mimeapps.list (user overrides)
~/.local/share/applications/mimeapps.list (deprecated)

The entry should not be added anymore according to upstream Xfce [1], and it is the cause for the misbehavior according to the comments in the linked Debian report [2].

[1] https://git.xfce.org/xfce/exo/commit/?id=b74caf97642ae2bf00a7754a5fb193f695b6f3d4
[2] https://bugs.debian.org/cgi-bin/bugreport.cgi?bug=874003#75