What's wrong with me ?
How should I know?
To convince you that LCL scaling is working I am attaching a simple program with some controls, among them a toolbar and a pagecontrol with images. I designed the form in the normal way - by clicking controls onto the form and moving them to their position (normally, however, I'd use the anchor editor supported with AutoSizing because it yields in a more stable layout when the font changes in another widgetset, or when the application is translated). In the ImageList I set Scaled=true, defined "new resolutions" 20, 24 and 32 and added some images of the Lazarus folder at sizes 16x16, 24x24 and 32x32 (the 20x20 images will be scaled down from the next larger size if needed). In the project options I made sure that "LCLScaling" is checked, and for "DPI awareness" I selected "Vista 8: on, 8.1/10+: per monitor/V2 (True/PM_v2)" (normally I keep the default "on" - but the new settings allows per-monitor scaling on Windows).
Screenshot "lcl_scaling_win10_96ppi" is from my standard Win10 development machine running at 96 ppi.
Screenshot "lcl_scaling_win7_144ppi" is from a VM with Win7 set up to 144 ppi (150%). Except for the different frame style it is a 150%-magnification of the 96ppi screenshot. Note that also the images in the toolbar and pagecontrol tabs are scaled.
So, scaling of forms to different monitor resolutions is really nothing to care about any more.