I just made a quick test with a memo and a normal TButton and it works as it should (using OnMouseEnter/OnMouseLeave). Laz/FPC 2.0.12/3.2.0 (x86_64 Linux-gtk).
Might be a problem specific to MacOS (assuming, from your signature, that you're on a Mac) or a queer interaction with BGRA controls? Or something in your code?