I've seen this problem also, but only when starting Gslapt. I thought it was just me ... like I was going wacky or something, but then I realized I'm already wacky.
I'm not using a virtual machine. Gslapt always starts on the second try for me.
I'm not using a virtual machine either. I have noticed that sometimes it won't work on a second attempt if the 'part-wait' cursor is still visible (which seems to take a while to clear with gksu). Usually it does work on a second attempt though.
I guess I probably use the Thunar context menu quite often, since I will normally install a package I've built using Thunar so I can test it before uploading.