As I understand it, Thunar is a Gtk+ 2 application, Gedit a Gtk+ 3 application and Firefox integrates poorly with the Linux desktop. If you have switched themes, it may be a theme related issue where the settings for Gtk+ 2 and Gtk+ 3 differ. I've just started working with Xfce, so don't know all. Bit I did encounter this problem while switching themes, that the Gtk+ 3 applications and Firefox all started to look different from the Xfce (Gtk+ 2) applications.
Linux Mint 14 Nadia / 64-bit / Cinnamon