In XAML, Why a Transparent background blocks this Trigger?

This happens only when I set the background to Transparent, which is the effect that I need. Changing the background to AliceBlue for example, allows the trigger to take an effect. What could be missing here behind the scenes?

<Window
    AllowsTransparency="True"
    Background="Transparent">
<Window.Style>
    <Style>
        <Style.Triggers>
            <Trigger Property="Window.IsActive" Value="True">
                <Setter Property="Window.Cursor" Value="ArrowCD" />
            </Trigger>
        </Style.Triggers>
    </Style>
</Window.Style>
<Grid VerticalAlignment="Center" HorizontalAlignment="Center">
    <TextBlock>
        Some Text    
    </TextBlock>
</Grid>
</Window>