I am not really sure if you are using Chrome or chromium-browser but regardless I think maybe the problem is xdg-open does not have a mime-type for "application/x-directory" registered by default on Bodhi3.0 or even other debian/ubuntu systems. Chrome and related browsers seem to be using xdg-open to open files in a file browser ... based on results I found googling around.
Anyways close Chrome and then open a terminal: and Install mimeinfo-perl on your system
sudo apt-get install libfile-mimeinfo-perl
Now use the mimeopen command to open some random folder on your system:
mimeopen -d /path/to/folder
When mimeopen runs, it will list the options for setting the default application to open the application/x-directory mime type. Simply choose pcmanfm which hopefully is listed.
NOTE: I don't use chrome/chromium at all nor have I have I looked thru its source code and my testing of this was in virtual box on a default install of bodhi3.0 so no guarantees...