I guess, nothing works, if you click to open them? I don't use Thunar, but I would suggest a bug report against that package. Maybe someone else has more insight on the matter than me.
I thought I recalled seeing this issue on another forum but search failed me. It brought up another post so you're not alone. https://forum.manjaro.org/t/android-phone-mass-storage-devices-do-not-disappear-from-thunar-after-disconnecting/34347Doesn't seem to offer a concrete solution but check out the Arch link in that thread.