WPF Some styles not applied on DataTemplate controls

I am trying to learn something about WPF and I am quite amazed by its flexibility.

However, I have hit a problem with Styles and DataTemplates, which is little bit confusing. I have defined below test page to play around a bit with styles etc and found that the Styles defined in <Page.Resources> for Border and TextBlock are not applied in the DataTemplate, but Style for ProgressBar defined in exactly the same way is applied.

Source code (I just use Kaxaml and XamlPadX to view the result)

<Page
  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml">

  <Page.Resources>

    <Style TargetType="{x:Type Border}">
      <Setter Property="Background" Value="SkyBlue"/>
      <Setter Property="BorderBrush" Value="Black"/>
      <Setter Property="BorderThickness" Value="2"/>
      <Setter Property="CornerRadius" Value="5"/>
    </Style>

    <Style TargetType="{x:Type TextBlock}">
      <Setter Property="FontWeight" Value="Bold"/>
    </Style>

    <Style TargetType="{x:Type ProgressBar}">
      <Setter Property="Height" Value="10"/>
      <Setter Property="Width" Value="100"/>
      <Setter Property="Foreground" Value="Red"/>
    </Style>

    <XmlDataProvider x:Key="TestData" XPath="/TestData">
      <x:XData>
        <TestData xmlns="">
          <TestElement>
            <Name>Item 1</Name>
            <Value>25</Value>
          </TestElement>
          <TestElement>
            <Name>Item 2</Name>
            <Value>50</Value>
          </TestElement>
        </TestData>
      </x:XData>
    </XmlDataProvider>

    <HierarchicalDataTemplate D