I never tried it. Here's my chance to learn something new!
I did it like you said and nothing changed. Sadly.
But there is a way to have a pure openbox session without further LXDE
components (like the panel) running! Just log out, change your session to
"Openbox" during the login prompt and log in. Here's how to do it:
Once you log out via the menu, click on this icon with Trisquel logo:
https://i.imgur.com/lEDTZYv.png
Then make sure the proper session is selected. In our case - "Openbox":
https://i.imgur.com/NCAna1K.png
Then just click that "left arrow", log in and enjoy!
https://i.imgur.com/W8f8SV1.png