It took me a while to find out how to change the file explorer application that Firefox uses when I press the “Open Containing Folder” button in the download manager.
I first tried adjusting the MIME type mappings in /usr/share/applications/defaults.list, /usr/share/applications/mimeinfo.cache, and ~/.local/share/applications/mimeapps.list, as suggested here and here. No success.
Finally, by grepping my home directory for “dolphin” (which I wanted to get rid of as default browser), I found another default mapping in ~/.config/lxsession-default-apps/settings.conf
In this file, I needed to adjust the line starting with file_manager/installed as follows (one line!):
file_manager/installed=File Manager PCManFM,pcmanfm,system-file-manager,/usr/share/applications/pcmanfm.desktop,;