The log4j configuration, for example here for 7.2:
does not fully apply to the LCS Client 6.x since it does not have a war file, it only has jar files. It is an OSGi module and not a traditional plugin.
Instead, an admin has to replace the contents of the module-log4j.xml file at this location: osgi\marketplace\Liferay Connected Services Client - Impl.lpkg\com.liferay.lcs.client.impl-1.0.36.jar\META-INF\ with the configuration mentioned in the documentation.
On LRDOCS-7056 we made a similar update for other configuration files but missed this section.
For Liferay 7.2 this is the only way to do it since only LCS Client 6.x versions are compatible with 7.2. For Liferay 7.1 and 7.0 we have to document both ways.