Xfce doesn't update its configuration files in user's home dir by itself.

Please remove these directories manually in your home, after updating
mageia-xfce-config and then restart your X session.

~/.config/xfce4
~/.config/Thunar

Do NOT to forget about first backing up those directories.

Please also note, that removing those config directories also removes all
personal Xfce settings and makes Xfce to use default Mageia settings.