That's right. Xfdesktop 4.8.1 doesn't show application menu on right click if desktop is set to show no icons. Works correctly, though, if there is a minimized app icon present or a shortcut icon present. No icons, no applications menu. Workspace menu, tho, works without problems under any circumstance.

Steps to reproduce:

1-Start xfdesktop.
2-Start xfdesktop-settings.
3-on "Menus" tab, activate the applications menu.
4-At "icons tab", set "icon type" to "none".
5-Right-click on the desktop. The menu won't appear.

Expected result: A menu appearing, just like the one in lxpanel and many others.