For some reason I can't seem to find the answer to this. Setting "always on top" in the program's titlebar doesn't seem to persist after the program shuts down or the computer reboots. Please note that I do not use (and do not intend to use) XFCE sessions.
You could install and run Devil's Pie. I use it for controlling window positioning, which workspaces to open in, decoration, and many other features. Here's a great documentation for how to use it: Devil's Pie documentation
Also, an example to make
gkrellm show on all workspaces, on top, in the top left corner:
(if (is (application_name) "gkrellm") (begin (println "set gkrellm") (undecorate) (geometry "153x604-0+26") (skip_pager) (above) (pin) ) )