Opening system menu stops processing messages (WM_TIMER or WM_USER)

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For a VCL application, right clicking the application on the system tray to open the system menu; stops processing/receiving messages; even if they are WM_TIMER messages. And they are lost forever. They are not processed after closing the menu.

If you write a pure windows application (without VCL) it continues to process messages successfuly, for the above scenario.

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