Comment 14 for bug 1280641

There is nothing we at Xfce can do about that. It happens because Gtk3 itself creates the new file as soon as you open any file requester. The only thing we can do is make sure Xfce is using the same file as Gtk, but that is already too late for many users.

Gtk does not provide any API to query the correct bookmarks location, and according to the developers, bookmarks are an entirely private API which should not be used by any software (except Nautilus, because apparently that is special).