Are passive or active headsets preferable in an open cockpit?
First we should see how active noise reduction works. The simplest definition would be:

Active Noise Cancelling uses electric signals to reduce unwanted sounds.


The following picture on Active noise control depicts it in a simple manner:



Then we can see what unwanted sounds ANR can actually reduce. As mentioned in A Guide To Buying An Aviation Headset:


  ANR headsets work best at frequencies below about 400-450 Hertz. This
  represents the normal frequency range for speech, and also much
  propeller and exhaust noise is in this region. ANR headsets are
  therefore a significant advantage where intelligibility of
  transmissions is affected by engine and propeller noise.
  
  In general, ANR Headsets offer greater hearing protection in
  high-noise environments but will do little to reduce noise at higher
  frequencies such as wind or airflow noise.


In a flying airplane (even in a slow flight), wind flow would be quite high. This PDF (page 1, paragraph 3) states:


  The wind noise spectrum is dominated by the lower frequencies (&lt; 500
  Hz), although at 27 mph when saturation is present, the wind noise
  level can be greater than 60 dB SPL at 8 kHz.


Since passive noise control is sound reduction by noise-isolating materials such as insulation, sound-absorbing tiles, or a muffler rather than a power source, in an open cockpit, passive NR headsets work better than active NR headsets.