I see "Starting xdg-open" in the taskbar if I try doing it from the menu and this from the command line:
user@mate:~$ caja
Could not register the application: GDBus.Error:org.freedesktop.DBus.Error.NoReply: Message recipient disconnected from message bus without replying
user@mate:~$ caja --check
running caja_self_check_file_utilities
running caja_self_check_file_operations
running caja_self_check_directory
running caja_self_check_file
running caja_self_check_icon_container
running caja_self_check_file_utilities
running caja_self_check_file_operations
running caja_self_check_directory
running caja_self_check_file
running caja_self_check_icon_container
user@mate:~$ caja --no-desktop
Could not register the application: GDBus.Error:org.freedesktop.DBus.Error.NoReply: Message recipient disconnected from message bus without replying
user@mate:~$ caja --force-desktop
Could not register the application: GDBus.Error:org.freedesktop.DBus.Error.NoReply: Message recipient disconnected from message bus without replying
Ubuntu MATE 20.04, amd64, after a reboot.