If you create a default style for the ToggleButton control and expect your controls to pick it up when they are placed in a Toolbar control, you are dead wrong.

The Toolbar has its own default style for the ToogleButton that it will used when they are placed inside a Toolbar. It is however pretty easy to override the style like this:

<Style x:Key="{x:Type ToolBar}" TargetType="{x:Type ToolBar}" BasedOn="{StaticResource {x:Type ToolBar}}>
    <Style.Resources>
        <Style  x:Key="{x:Static ToolBar.ToggleButtonStyleKey}" 
                TargetType="ToggleButton" 
                BasedOn="{StaticResource {x:Type ToggleButton}}">

            <!-- your toggle button style for toolbars goes here -->

        </Style>
    </Style.Resources>

    <!-- The rest of your toolbar style goes here -->

</Style>

The snippet above defines a default style for the Toolbar control that redfines the style for toggle buttons inside toolbars.