When changing the toolbar style in Appearances > Settings, it isn't affecting gtk2, gtk3 or xfce apps. https://yoona.everdot.org/linux/HML2.jpg
Mousepad has its own toolbar style settings. https://imgur.com/baONBat.png
Indeed, this setting has become less useful. It used to be more common in Gtk2 times but with CSD headerbars have sort of killed off the toolbars. I guess we should remove this setting.
Simon Steinbeiss referenced this bugreport in commit 55bbc253e24b891d46bac6aa9519427bc5318f9d appearance: Drop toolbar style setting (Bug #16665) https://gitlab.xfce.org/xfce/xfce4-settings/commit/55bbc253e24b891d46bac6aa9519427bc5318f9d