Most of the time it should actually not matter.
If you step with F8 "step over" then you will not step into packages.
If you need to step in
MyFunction(SomeLclFunction(1), 2);
Then you need F7 "Step into", which enters SomeLclFunction first.
But you can immediately use "Step out" and then "step in" again, at you will be in MyFunction
If your RTL is compiled with debug info, then that may step into other RTL functions (e.g. object/class checks)
If your problem is that at the end of
procuder TForm.Button1Pressed(Sender: TObject);
begin
//...
end; // "step over" here
You do step into the LCL => that you can not avoid.
If you compile the LCL without debug info, then that will step into assembler.
The current function ends, the debugger will go to the calling function.