TOPIC:

I think there is problem with this part of code :(application.inc ; line 1440)
procedure TApplication.Run;
begin
  if (FMainForm <> nil) and FShowMainForm then
  begin
    WidgetSet.AppSetupMainForm(FMainForm);
    FMainForm.Show;
  end;
  WidgetSet.AppRun(@RunLoop);
end;

If you want your main form isn't visible,because she's managed with trayicon,  you can't.
Try it with simple code : create a new application et put "self.visible:=false" in the create procedure. The form is always visible.