While trying unsuccesfully to handle the aforementioned issue, I found another bug, seems quite serious to me:
Create a new tab control, add two tabs, set then to etoCloseable and etoCloseButtons, add ShowMessage ('ECTabCtrl1CloseTabClicked'); in ECTabCtrl1CloseTabClicked.
Execute the app, press a close button- a message box is shown and after it gets closed an exception is generated. A sample project is attached.