Comment 37 for bug 771896

If there is no /etc/gdm/Xsession on your system, then you're not using GDM, and my approach may not work for you. You could switch to using GDM.

If you have no ~/.profile, I am surprised, as Ubuntu creates one by default when a user account is created, and has done for many years. However, you can create one and set the environment variable here. As the GNOME_SESSION_SAVE feature is intended for expert users, here is not the place for a tutorial on environment variable settings.