Unless I am mistaken, exo-preferred-applications is not setting MIME types in mimeapps.list. 

As a consequence if a web browser like Firefox set itself as default, it overrides some of the settings exo-preferred-applications. 

Firefox writes in $HOME/.config/mimeapps.list

[Default Applications]
x-scheme-handler/http=firefox.desktop
x-scheme-handler/https=firefox.desktop
x-scheme-handler/ftp=firefox.desktop
x-scheme-handler/chrome=firefox.desktop
text/html=firefox.desktop
application/x-extension-htm=firefox.desktop
application/x-extension-html=firefox.desktop
application/x-extension-shtml=firefox.desktop
application/xhtml+xml=firefox.desktop
application/x-extension-xhtml=firefox.desktop
application/x-extension-xht=firefox.desktop

[Added Associations]
x-scheme-handler/http=firefox.desktop;
x-scheme-handler/https=firefox.desktop;
x-scheme-handler/ftp=firefox.desktop;
x-scheme-handler/chrome=firefox.desktop;
text/html=firefox.desktop;
application/x-extension-htm=firefox.desktop;
application/x-extension-html=firefox.desktop;
application/x-extension-shtml=firefox.desktop;
application/xhtml+xml=firefox.desktop;
application/x-extension-xhtml=firefox.desktop;
application/x-extension-xht=firefox.desktop;


Without this configuration, Firefox does not recognize being set by default.

The odd consequent behavior is that some applications would launch Firefox and others would launch the web browser set in exo.  This makes the exo-preferred-applications a bit "misleading" (https://bugzilla.xfce.org/show_bug.cgi?id=7277) or "broken".