Recently I have decided to switch back to themes available from the package repositories. I have decided to use arc-breath themes and have noticed zero difference between the four available variants (default, dark, darker and lighter).
If I switch to another theme, the colors in lxappearance (program in the screenshot) and other GTK apps do change.
Similarly I see no color difference between the variants of Adapta or Adwaita themes. When switching between those variants only the spacing between the elements seems to change (though it shouldn’t?). I am running i3wm.
UPDATE: Strangely, it seems that the issues lies with GTK3 styling. GTK2 apps (except gimp) change the theme and the difference is clearly visible. I have noticed this then I tried switching back to lxappearance (GTK2 app) from lxappearance-gtk3 (shown in the screenshots).