@Luiz: thanks for having a look and fixing it.
Thanks for the info on the dataset behaviour.
As I said, I also don't like it, chiefly because it will fail if you are trying to get the user to enter credentials...
Glad that Delphi doesn't have it. Confirmed by quick glance through the XE2 documentation on TDBLookupCombo gives this
http://docwiki.embarcadero.com/RADStudio/en/Displaying_and_Editing_Data_in_Lookup_List_and_Combo_Boxes where it is mentioned that activating the table bound to the lookupfield causes processing... and not the other way round as in Lazarus.
This can give us another argument to change this behaviour unfortunately breaking any applications that depended on this behaviour...
Perhaps I will have a look at the actual code

and supply a proposal/patch if I can.