There's certainly a "language barrier" issue going on in here,
That's a bit of an open door ...

Unless they haven't upgraded their hardware since the early 90s, I don't see how that's even possible.
Oh, i can imagine some scenario's. Perhaps Windows 10 should be read as Windows 10 IoT, and it is running on a raps_my_berry_until_it_is_blue-pi, using a software renderer driver.
Also, on a related-but-somewhat-abstract note, what is with the insistence everyone has on creating TOpenGLControls "in code"? There's nothing to be gained from doing so.
Plopping a control on a form, means that control is created when the form is created (there are also others that tend to forget that and 'plop' just about anything on their main form that they are able to get their hands on, including databases etc with connections and queries all set and ready = very very bad habit).
Since TS has an issues with the duration that it takes to create the context (assuming TS confirmed this was the root of the problem. This creation is 'blocking' his/her form in the process), TS was starting to search for alternatives.
When you create a gl context, things are (usually) cached so that a second context creation will appear to be instantaneous, hence the obsession of TS with using a thread to create that (very) first context.
One can prevent the 'blocking' by implementing a workaround as suggested (and yes, not all suggestions made by me might perhaps work as equally well under certain circumstances. Simply test and learn from it).