Solved
frComprobante.ShowProgress := False;
This box shows also when going into preview.
Two or three weeks ago I also disabled this in one program. Users of that program complained that often they get empty preview, but when opening preview again preview showers.
After quite a while I discovered that they, while printing reports, press Enter 3 times in quick succession, to confirm some questions and options. After previous update of program I removed one dialog, and the third Enter was now transferred to that Lazreport dialog with Cancel button.
They said they would press Enter only 2 times from now, but I still disabled that dialog from showing.