To whom it may concern.
I previously noted the Xfce Settings menu missed the Network Manager Connection Editor and that it should be there. Well, in fact, it IS there but it's hidden.
To make it show up, just go to the /usr/share/applications folder and open nm-connection-editor.desktop with gedit. Take the line OnlyShownIn=GNOME off and nm-connection-editor will immediately find its right place in the Xfce Settings menu. It seems Xfce and GNOME aren't clearly separated yet. There are a few desktop files (sometimes duplicated) that are mixture of both environments.
Also, if you feel like editing your Xfce menu, open the desktop files of the applications you want to move/remove and change their categories. Changes are real time, you can check right away on what you did, and undo any wrong modification.
I've tidied my Xfce menu up: Missing applications added, no more duplicates in different menus, no more wrong categories, no more wrong icons, etc. Now my Xfce menu makes sense... At least to me.