I presume you are talking about the minimise, maximise and close buttons at the right hand end of the caption bar.
These buttons are rendered by the system rather than Delphi and the behaviour is as designed. Microsoft deprecated MDI at least 15 years ago and so it's not at all surprising that they have not modified it to match the new style of Windows 10.
So yes, what you are observing is to be expected, and is how Microsoft intend the non-client area of MDI children to be rendered.
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