The setting may or may play a major part in the OS. It also may or may not have a significant in the other three throughlines. It is purely a matter of author's discretion. The setting, as much as any other element of the storytelling, may be made an integral part of the story or just part of the "scenery." Some genres such as fantasy and science fiction and westerns tightly integrate the setting in the story. You'll notice, however, that this close integration often bleeds into the other throughlines as well. The Main Character will be a natural part of the setting, or just as frequently notable for his/her newness to the setting.
I think it is safe to say that characters, plot, theme and genre are what most affect the story throughlines. Insofar as the setting is part of those story fundamentals, it will impact how an author tells the story. It's not safe to assume that the setting will have a greater impact on the OS throughline than it may on the other throughlines.