I'm using Xubuntu 16.04, Mousepad 0.4.0, and Thunar 1.6.10.

PROGRAM DEFICIENCY EXPLORATION STEPS:

Step 1.
Establish an SFTP connection using Thunar.

Step 2.
Using Mousepad, activate the file opening dialog, perhaps by using the main menu File -> Open.

Step 3.
Using Mousepad, activate the file saving dialog, perhaps by using the main menu File -> Save As

EXPECTED RESULTS:
The file opening/saving dialogs will list the SFTP connection, perhaps in the "Other Locations" view.

ACTUAL RESULTS:
The SFTP connection is not listed anywhere that I can see in the file opening/saving dialogs.

OTHER INFORMATION

I can open files from SFTP connections in Mousepad by double-clicking on them in a Thunar SFTP window and save my file changes.

Ristretto 0.8.0's file opening dialog shows my SFTP connection as I would hope to see it in Mousepad. It's right there in the leftmost column where Home, Desktop, Documents, and so on are displayed.