UPDATE: I attached a zip that demonstrates the issue. The readme.txt file in the solution goes into further detail.
I'm entering this as a bug although I suppose it's possible that it is by design. I discovered this while playing around with the StockTraderRI application from WPF Composite Guidance. Basically if the Startup and StartupUri attributes are not set on the Application tag in App.xaml, the App.g.cs file does not contain the InitializeComponent method. This means that the resources do not appear to be loaded when accessing them through Application.Current.Resources. I'm not sure if it causes any other problems, but that is the symptom I noticed.