As I understand it, active and passive mode in FTP changes the port on which commands and data are sent from the client to the server which can be useful where firewalls are concerned. I think I'm also right in saying that SFTP doesn't have the same concept - but I'm not clear what nuances of the SFTP protocol make it unnecessary/undesirable to mimic that same pattern that exists in FTP.
Active/passive mode distinction in FTP protocol is needed, because in FTP, there's a separate transfer channel/connection for file transfers. And in different network setups, a different mode might be needed (though nowadays, mostly passive mode it used).
It's not useful where firewalls are concerned, it's a problem where firewalls are concerned. This concept of a separate connection on a separate port was probably not a good idea, as I do not think that this model was ever repeated again in any other similar protocol. Wikipedia FTP article mentions that FTP was designed this way because originally it was not intended to operate over TCP/IP (FTP originated in 1971).
In SFTP, there's nothing like that. All happens within one connection. So there are no (additional) problems "where firewalls are concerned", when it comes to file transfers.