I'm back!
As suspected, things on Windows work ... otherwise.
Not only changing colors doesn't work but setting BidiMode to bdRightToLeft affects only the text in the captions. And the secondary effects I hinted to above show in all their splendor.
This last is easy to solve simply by resetting the BidiMode of the TabSheets themselves to bdLeftToRight. The former, unfortunately, doesn't lend itself to easy measures.
Anyway, find attached a couple of images of the tests on Windows 7 and here is the revised code, FWIW:
procedure TForm1.PGColorize;
var
i: Integer;
begin
{ Change PageControl background and tabs }
PageControl1.Color := clDkGray;
PageControl1.Font.Color := clYellow;
{ Change TabSheets color }
for i := 0 to PageControl1.PageCount-1 do begin
PageControl1.Pages[i].ParentFont := False;
PageControl1.Pages[i].Color := $00eeff;
{ Solve the problems caused by setting
PageControl1.BidiMode = bdRightToLeft }
if PageControl1.BiDiMode <> bdLeftToRight then
PageControl1.Pages[i].BiDiMode := bdLeftToRight;
end;
end;