I'm using Thunar 1.4.0 (xfce 4.10). I'm used to have plenty of bookmarks with remote servers and locations (sftp/ftp) i work using thunar+gvfs. But every time I logout my shortcuts disappear. The weird thing is, that they still remain in .gtk-bookmarks file. I do not have the same problem with pcmanfm.
This feature started working from thunar 1.5.1 onwards.