Why are so many pins of 8086 active-low?
In the TTL era, active low was the standard. 

The old NMOS parts like the 8086 were designed in that time period- note that the input levels are TTL-compatible Vih=2.0V and Vil=0.8V.

Active-low allows wired-OR with open collector/drain outputs (you may have noticed that calling it 'wired-OR' implies negative logic). 

Also, the NMOS parts were almost like RTL except the pull-up resistors (loads) were depletion mode n-channel MOSFETs so the negative edges would tend to be sharper with capacitive load. There are no p-channel parts in this technology (which made it simpler and thus higher yield) 

CMOS parts (originally 4000 series) were not designed to be TTL compatible and generally have active-high inputs. The 74C/74HC etc CMOS parts derived from similar TTL functions tend to have active-low inputs. Remembering this difference can serve you even today- if you need a flip-flip with active high clear input you are more likely to find it in a 4xxx or 74HC4xxx part than in a 74HCxx part such as 74HC74.