I'm a bit strange but I want the things done as I want and not as who programmed the system wants.
I'd want to change the exo default web browser in XFCE 4.12 to start a midori private session but even if I unistalled every browser and installed only midori exo would always open midori without --private flag.
After some hours I found how to accomplish the task fuckin' exo around.
First of all (as root, as usual) remove default /etc/alternatives/x-www-browser which is a symlink to /usr/bin/midori
# rm /etc/alternatives/x-www-browser
Second create a plain ascii file which execute midori --private, let it be executable and generate the symlink to /etc/alternatives as x-www-browser
# echo exec midori --private > /usr/bin/midori-private
# chmod a+x /usr/bin/midori-private
# ln -fs /usr/bin/midori-private /etc/alternatives/x-www-browser
and the job is done!
Hope this could help someone which want the system does what he wants and not the way programmers want we do it.
Walker