What i don't understand is that why such difference between global and project settings?
Because you're not supposed to changed the compiler settings in the general case. Only in few special cases.
It seems that C::B is forcing you to setup the project correctly
Also LD_LIBRARY_PATH should contain SFML's lib directory regardless of settings in C::B because I've added it to ~/.bashrc!
If you start C::B from a bash console it should work. But if you're starting it from the desktop then it won't work, because bash is never executed. Just a bare terminal with your application running in it.