Ah, I see. It seems to be a kind of default config file or template, since the settings in this file differ from those I adjusted (for example the order of the window buttons which I changed towards a more maclike style).
It says at the beginning:
<!-- Do not edit this file, it will be overwritten on install.
Copy the file to $HOME/.config/openbox/ instead. -->
But as the lxde-rc.xml file in $HOME/.config/openbox, it just contains font setting tags for Openbox (ActiveWindow, InactiveWindow, MenuHeader, MenuItem, OnScreenDisplay), not for gtk/gnome apps.
BTW I downloaded the gconf-editor, but changing values there does not have any effects either.