本地设置的属性始终会覆盖样式集属性，因此您需要删除本地设置的属性，并设置样式的默认值：

Locally set properties always override style set properties, so you need to remove the locally set one and set the default value in your style instead:

<Rectangle Width="50" Height="50">
    <Rectangle.Style>
        <Style TargetType="Rectangle">
            <Setter Property="Fill" Value="Gray" />
            <Style.Triggers>
                <DataTrigger Binding="{Binding Active}" Value="True">
                    <Setter Property="Fill" Value="Green"/>
                </DataTrigger>
            </Style.Triggers>
        </Style>
    </Rectangle.Style>
</Rectangle>