If I am not mistaken, LXDE behaves differently than KDE on this matter.
In LXDE, the changes in appearance affect both the user windows and any windows opened with "su". This is not the same as changing the appearance by login in as "root"; the appearance of the "user root" is independent of the appearance of any other user.
In KDE, the changes in appearance affect only the windows that the user opens, and windows opened with "su" keep it's own look. This look is still somewhat independent than the "user root", but it can be made to have the same appearance as regular users.
But, fear not, because there is a way to do it in LXDE, to have a different look for users and "su" opened windows:
Download with Synaptic "gtk-chtheme".
This may not appear as an installed application, you have to run it using the "run" command.
By playing with both this little app and the LXDE appearance settings, you can have completely different looks for regular windows and "su" ones.
You may notice that in my case, gtk-chtheme sets the look for the regular windows, while LXDE look sets the one for "su" windows.
But it does what you want.
Hope this helps.
PS.: Sorry for the large screenshot, tinypic is not so tiny.