If the GTK bookmarks file does not exist at the new location:
then GTK2 and GTK3 applications usually fall back to using the file at the old location:
You can test this by renaming your $XDG_CONFIG_HOME/gtk-3.0/bookmarks file and using the "file open" dialog in any normal GTK program. Try adding a new bookmark, too - it will be added to $HOME/.gtk-bookmarks.
PCManfm does not do this. In this case it simply doesn't show any bookmarks. And then if you add a bookmark in PCManfm it creates a new file at $XDG_CONFIG_HOME/gtk-3.0/bookmarks, with only the new bookmark. So it seems to the user as if PCManfm has deleted all their old bookmarks!