I too would be in favour of this option.
I agree with Sekel that it is largely psychological,
and I can at least understand Marc's position.
To me though, psychology is important, I am
attracted to pascal for psychological reasons.
I like things to be modular, to have well-defined,
a "begin", an "end", and ultimately a period
(if my metaphor isn't too vague).
There is also the question of consistency.
My project is, ultimately, data.
Lazarus is, ultimately, an application.
Most applications will run without data.
gEdit will run without a text file.
Gimp will run without an image.
VLC will run without a video,
etc... It is the standard.
All that said, Lazarus rocks!
Lazarus is the greatest, and shall always be
the greatest, with or without this option
(but I vote for With).