This is forwarded from https://bugs.debian.org/cgi-bin/bugreport.cgi?bug=694263
That can be easily achieved such way:
1) if lxsession is running it should prepend XDG_DATA_DIRS with /usr/share/lxsession
2) there should be a file /usr/share/lxsession/applications/mimeapps.list with contents:
[Default Applications] inode/directory=pcmanfm.desktop
Of course, it might be reasonable to add other LXDE applications as well, for example
text/plain=leafpad.desktop image/jpeg=gpicview.desktop