That is polkit not running. Add a command to your xinitrc (before the exec command) to ensure the polkit daemon is launched. Depending on the polkit agent available on Xfce (not an xfce myself) but my guess is gnome-polkit
gnome-polkit &
Another dead easy way of getting the functionality you look for is to use TigerVNC over ssh.
I did a writeup on it some time ago.