I think you misunderstand what :active means
The :active state of a link is the brief moment you press the mouse down and then the link is active and will follow the href destination to a new page or section. Once the mouse is lifted there is no active state any more. The :active state isn't persistent and doesn't refer to the current page.
If you want the current page's navigation to have a different colour then you will need to add a class to the current link on each page and use that as the trigger.
The add that class to the appropriate link:
<a href="#" class="current-page">Nav</a>
Of course its usually best if the current page is not a link as that is considered bad practice (although it does make it awkward for includes) and I usually substitute a span for the anchor on the current page so that nothing happens when clicked as you don't want to reload the same page.
(BTW always declare you link states in the order of link, visited, focus, hover and active - see here for why.