Would it help to start thunar from command line to see any error messages?
Does this also happen in Debian buster?
security-misc/etc/skel/.config/xfce4/xfconf/xfce-perchannel-xml/thunar.xml at master · Kicksecure/security-misc · GitHub disables thunar-volman by default for better security.
Thunar → edit → preferences → advanced → enable volume management
Thunar → edit → preferences → advanced → configure → check the removeable storage options