Change the default App to open on connecting ext USB drive

I am using Mate 1.20.1 with Ubuntu 18.04.5.

On connecting an external USB drive Mate mounts the drive and opens Caja. I want it to open Thunar automatically (instead of Caja) when the ext USB drive is connected. How to achieve this?

The Mate Control center-->preferred apps or Mate-control-center-Removable drives and media both are not offering this choice.