I had this issue, if I clicked to open a folder for a downloaded file on Chrome, the Dolphin file manager launched would be somewhat theme-less, even without any icon theme set, making it less usable than the same program if I ran it from an Openbox menu or "alt+F2" run command.
While I was hoping there was a somewhat "secret" environment variable that I hadn't set in order to make it work right, I couldn't find one. Instead the only "solution" I have...
