Customizing the enviroment at windowmanager level is possible by the user, even with xdm. You wrote in the linked page: "Others prefer to set the locale globally [for all users, including root]. One specific circumstance where the author particularly recommends doing this is when /etc/init.d/xdm is in use, because this init script starts the display manager and desktop before any of the aforementioned shell startup files are sourced, and so before any of the variables are in the environment." Alternatively, the system administrator can change the aforementionned drawback of /etc/init.d/xdm by inserting the lines file=$HOME/.bashrc test -f $file && source $file in an new file named /etc/X11/xinit/xinitrc.d/00-read.HOME.bashrc for Gnome and Xfce, or $HOME/.kde/env/read.HOME.bashrc.sh for /etc/X11/Sessions/kde-*
An interesting way to do it, but too limited for the guide -- your solution only seems to work for 'the big three' desktop environments, Gnome, KDE, and Xfce -- what about all the window managers out there?