Implicit Style of TextBlock in DataGrid only applied when declared in App.xaml

Question

I don't understand why an implicit TextBlock-Style is not applied in a DataGrid, unless defined in the App.xaml code. IMO it foiles the rule: the nearer to the possible consumer in the VisualTree, the rather applied. By the way it makes no difference whether defined in the DataGrid-Resources, the Window-Resources or both (as in the code below). For convenience I added a style for a Label which shows the result as I expect.

So, running the code like this:

<Window x:Class="DasDataGrid.MainWindow"
    xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
    xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
    xmlns:sys="clr-namespace:System;assembly=mscorlib"
    Title="DataGrid Implicit Styles"
    Width="300" SizeToContent="Height"
    FontSize="14"
    WindowStartupLocation="CenterScreen">

<Window.Resources>
    <x:Array x:Key="champions" Type="{x:Type sys:String}">
        <sys:String>Jim Clark</sys:String>
        <sys:String>Jochen Rindt</sys:String>
    </x:Array>
    
    <Style TargetType="TextBlock">
        <Setter Property="Foreground" Value="Red"/>
    </Style>
</Window.Resources>

<DataGrid ItemsSource="{StaticResource champions}" AutoGenerateColumns="False" MinRowHeight="35">

    <DataGrid.Resources>
        <ResourceDictionary>
            <Style TargetType="TextBlock">
                <Setter Property="Foreground" Value="Red"/>
            </Style>
            <Style TargetType="Label">
                <Setter Property="Foreground" Value="Red"/>
            </Style>
        </ResourceDictionary>
    </DataGrid.Resources>

    <DataGrid.Columns>
        <DataGridTemplateColumn Header="Champion (TextBlock)" Width="*">
            <DataGridTemplateColumn.CellTemplate>
                <DataTemplate>
                    <TextBlock Text="{Binding}"/>
                </DataTemplate>
            </DataGridTemplateColumn.CellTemplate>
        </DataGridTemplateColumn>
        <DataGridTemplateColumn Header="Champion (Label)" Width="*">
            <DataGridTemplateColumn.CellTemplate>
                <DataTemplate>
                    <Label Content="{Binding}"/>
                </DataTemplate>
            </DataGridTemplateColumn.CellTemplate>
        </DataGridTemplateColumn>
    </DataGrid.Columns>
</DataGrid>

you get this window:

but adding the style in question to the App.xaml like this:

<Application x:Class="DasDataGrid.App"
         xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
         xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
         StartupUri="MainWindow.xaml">
<Application.Resources>
    <Style TargetType="TextBlock">
        <Setter Property="Foreground" Value="Red"/>
    </Style>
</Application.Resources>

results in this Window: