An *empty* active workspace is sometimes not highlighted in the overview. If that behavior occurs, none of the empty work spaces get highlighted. On the non-empty work spaces the window rectangles are highlighted a little lighter as expected.
In my case, active workspace highlighted until I open workspace switcher settings (right mouse button click on applet -> Workspace settings...). Fedora 29, xfce4-panel-4.13.3-20.fc29.x86_64.
I think this may be a problem with theming, at least I cannot reproduce it with Fedora and xfce4-panel 4.14 and Adwaita.