After some research, I found that we can utilize the Qt GUI platform plugin to integrate Qt apps with our DE. For example, the 3rd party Qt apps can use the icon theme we specified by default.
Hence I added a new component, lxqt-qtplugin.
This will install a plugin in /usr/lib/qt4/plugins/gui_platform.
By exporting QT_PLATFORM_PLUGIN=lxqt, we can ask Qt to load our plugin for every Qt programs, including the 3rd party ones.

Currently, the plugin only does one thing, loading icon theme setting from LxQt::globalSettings(), and apply it to all Qt programs.

We can do more with the plugin later. For example, our own file dialogs based on pcmanfm-qt and our own color dialog can be added. Besides, since the plugin is loaded by every Qt programs, we can inject other stuff into the programs as needed.
With this plugin, I think libxdsettings becomes less necessary.