minh But I could live with it by training myself to other combination, like Ctrl + Alt + E.
Interesting. I tried it on a Windows machine, and discovered the difference. On Windows, the menu is bound to the Win key's being released. On Solus, it's bound to the Win key's being pressed. So on Solus, Win+E does display Thunar, but it launches the Whisker menu on the way to doing that.
If you simply train yoursef to press both keys at the same time, you'll get the result you want.