with thunderbird as default email client :
1) create $HOME/"my file.txt"
2) right click on it in Thunar and choose "send by email"
3) a thunderbird mail composing window appears with "my%20file.txt" as attached file
4) when sending the message, thunderbird returns an error saying that the attached file does not exist.

Performing the same test with "my_file.txt" instead of "my file.txt" works : thunderbird finds the attached file and the sending succeeds.