This answer is based on historical sources on the Web.
According to this release note, Xubuntu 6.06 had included Xfce 4.4beta1 and Thunar. This release of Xfce is also the first release to include Thunar as the default file manager, replacing the original Xfce file manager Xffm (now code named 'Rodent').
This dated project site has noted the release of Thunar as part of Xfce at that time.
16 Apr 06
The first beta release of Thunar was released today, as part of Xfce 4.4BETA1.
Regarding how Thunar becomes the default in Xfce, this can be read from the history that has been written in the Rodent user guide.
[...] To distinguish Xffm as a part of Xfce, the first release was tagged 4.0.
Then came 4.2 and the love/hate story started. Those new to Xfce could not understand why Xffm had such a steep learning curve, while those familiar to Xftree expected the nerdy behaviour they had become used to.
Anyways, it was decided that Xfce would no longer distribute a filemanager: this way users could choose the new Thunar filemanager (which, as an independent software, would no longer follow the Xfce version numbers).
The short story: It seems that the original file manager was unfriendly to new users of Xfce. You can see for yourself the file managers in Xfce 3 and Xfce 4.4 on Wikimedia Commons.
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Unless I have mistakenly installed it (if so, likely as another application's dependency), Nautilus seems to be installed on XUbuntu by default, but is unused.
Nautilus itself is not installed by default, however
nautilus-data package is installed in Xfce. It is one of the dependencies for
file-roller, the Archive Manager for GNOME, which has been included in Xubuntu releases by default to this date.
Is Thunar more performance friendly than Nautilus? Or is Thunar simply continuing to be used because it has been the default for XUbuntu since 6.06?
Based on the history, we should now aware that Thunar becomes the default is mainly because of Xffm was unfriendly to new users. But there is another supporting reason: the memory usage of Thunar was significantly lower than other file managers at that time.
This legacy wiki page, which was last accessible and archived in 2012, reported the memory usage of Thunar compared to Nautilus, ROX, Konqueror and Xffm.
File manager Virtual size Stack size Data size Executable/Library size
Xffm 16568 128 4188 12248
Konqueror 34660 128 7884 26644
ROX 20980 128 5544 15304
Nautilus 27812 128 7780 19900
Thunar 17172 128 2900 14140
In above table, you should look at the
Data size for comparison (the reasoning for this can be read in the quoted link of legacy wiki). Note that the author had disclaimed this is "by no means 100% exact" and "just a rough measurement".
Thunar is the default file manager in Xfce, before being the default in Xubuntu. While the legacy wiki had proven that Thunar uses less memory, without testing thoroughly by ourselves, Thunar is generally more responsive than Nautilus.