Graham [Gr80] has shown that this is true if we replace rectangle by right-angled triangle. The same question can be asked for parallelograms. It is not true for rhombuses.

This is false; Kovač [Ko23] provides an explicit (and elegantly simple) colouring using 25 colours such that no colour class contains the vertices of a rectangle of area $1$. The question for parallelograms remains open.