Yes, I know there are used threads.
But I already know that thread synchronization for console applications is used incorrectly.
Please take a look:
https://docwiki.embarcadero.com/RADStudio/Alexandria/en/Using_the_Main_VCL_Thread
And specifically this note:
Note: Because Synchronize uses a message loop, it does not work in console applications. For console applications, use other mechanisms, such as critical sections, to protect access to VCL objects.
And TMS MQTT simply uses the Synchornize method, and as far as I know, it has no right to work in a console application.