How can I use application-scoped resources when my application builds as 'Page' and not 'Application Definition'?

I want to use a custom Main method in my WPF application.

To do that, I need to build the application XAML file as a Page, instead of an application definition :

When I try to define a style as a resource :

<Application
    x:Class="MyProgram.Program"
    xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
    xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
    xmlns:local="clr-namespace:MyProgram"
    StartupUri="MainWindow.xaml">
    <Application.Resources>
        <Style x:Key="WindowStyle" TargetType="{x:Type Window}">
            <Setter Property="Background">
                <Setter.Value>
                    <LinearGradientBrush StartPoint="0,0" EndPoint="1,1">
                        <GradientStop Color="White" Offset="0" />
                        <GradientStop Color="Black" Offset="1" />
                    </LinearGradientBrush>
                </Setter.Value>
            </Setter>
        </Style>
    </Application.Resources>
</Application>

and I try to use that style in my window :

<Window
    x:Class="MyProgram.MainWindow"
    xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
    xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
    xmlns:d="http://schemas.microsoft.com/expression/blend/2008"
    xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006"
    xmlns:local="clr-namespace:MyProgram"
    mc:Ignorable="d" Style="{StaticResource WindowStyle}"
    Title="MainWindow" Height="350" Width="525"/>

even though the designer works fine, when I try and run the program, it does not end well. I get an exception, the inner exception which reads {"Cannot find resource named 'WindowStyle'. Resource names are case sensitive."}

When the Build Action on the program is ApplicationDefinition, everything goes fine. But like I said, when I set it as Page ( which I need to for the sake of being able to define a custom main method ), I can't use the styles defined in the application resources.

Why is that? Is there a work-around?