Thanks @ricmarques. Your info lead me to this post.
I tried the simple steps of going to Preferred Applications and chose Thunar and that did not work. Interestingly, it does show up in Brisk as an application and you can run it. When doing it that way, the double click name change does not work.
Then I found the above link after digging into your post and frankly, it seems like a bunch of work just to make this change and I am worried too much of my desktop experience will be impacted so I am going to pass and just continue to deal with Caja for now.
Regardless, I am going to mark this as solved. I appreciated your reply and I did enjoy reading all of this information as I always learn something from these discussion even if ultimately I didn’t opt to try the solution.