External USB drive - which file manager to open

I am using Mate 1.20.1 DE with Ubuntu 18.04.5.

On connecting an external USB drive Mate mounts the drive and opens Caja. I want it to open Thunar automatically (instead of Caja) when the ext USB drive is connected. How to achieve this?

The Mate Control center–>preferred apps or Mate-control-center-Removable drives and media both are not offering this choice.

I don’t know about Ubuntu, but I’ll bet it is the same way as with Mint(in MATE). Go to Menu/Control Center/Personal/Preferred Applications/System.