That said, there isn’t any particular reason why Thunar should not have that functionality (and looking through other threads, sounds like more recent versions do), so you shouldn’t necessarily feel like a fool for expecting it to be there. In a lot of cases, the software (written by volunteers) gets the features the authors need as a priority and some functionality might be overlooked or a low priority because that’s not how they use their computers (probably being already familiar and comfortable with the console solution). As a few other comments have said, you could do a feature request.
Honestly though, I know you were reluctant to switch in some of the other dialogue, but you may enjoy KDE or Gnome more as they tend to be more focused (compared with Xfce) on a user experience more familiar to Windows or MacOS users. The focus on a different style of use probably means features like this will already be built in.