Delphi has its own debug format and its own debugger, so you might expect that they understand each other.
gdb is primarely developped by C ppl, knowing only C. C and C++ don't know the concept of properties, so gdb has no knowledge on how to handle them. And C++ OO ppl don't have to debug them.
Even worse the debug format gdb uses (Stabs) doesn't know the concept of properties either. So even in the case someone adds supports for properties to gdb, it cannot evaluate them since the debug info doesn't provide the information that a certain symbol is a property.