ALL software version info

holoviews: 1.14.4
jupyterlab: 2.3.1
bokeh: 2.3.2
matplotlib: 3.4.2

Description of expected behavior and the observed behavior

Overlaying rectangles should select different colors, just like Curve or Points.

Complete, minimal, self-contained example code that reproduces the issue

import holoviews as hv
hv.extension('bokeh')

# All rectangles are blue
fig = hv.Rectangles([(0,0,1,1), (4,4,5,5)]) *  hv.Rectangles([(2,2,3,3)])
fig

# Rectangles now use the default color cycle
fig.options({'Rectangles': {'color': hv.Cycle('default_colors')}})

Screenshots or screencasts of the bug in action

By default, no color cycle is used:

Once set to the default one, it works as expected