When file(s) are selected in rox filer, their paths are copied to the primary selection "clipboard".
For paths whiich contain spaces it would be much more useful if the paths were quoted.
Sometimes it's useful, sometimes it isn't. However, we provide the target text/uri-list with the individual items, so the target application can make a sensible choice (e.g. a terminal emulator might choose to insert quotes around items containing spaces).