Thanks Ralf for all your replies. I'm still investigating, since I was outdoor in the weekend, but I'm now more aware of which parts are involved in this game.
I've looked at Systemd's user units and indeed there is some "gvfs-*" loaded/active. Also in the folder /etc/xdg/autostart/ there are many things and I'm still investigating the dependencies. On the contrary my home's .config/autostart is empty.
I also have Evolution installed so probably: /usr/lib/gnome-online-accounts/goa-daemon /usr/lib/gnome-online-accounts/goa-identity-service
are needed by it, also in a Plasma session.
But my main issue is still here (double click on a desktop folder triggers Dolphin instead of Nautilus *in a Gnome session*). Have you any ideas about anything that could cause this? It's very frustrating.