TAdvOfficeTabSet not showing Close icon on tabs

Using TAdvOfficeTabSet.

Property CloseOnTab is set to True,
Property ShowClose for each tab is set to True.
But close icon is not shown on any of the tabs.
This happens using both D2009 and D5.
TAdvOfficeTabSet version is

What do I need to do to make a close button appear on each tab?

Set ButtonSettings.CloseButton to True

Oh, ok, but..., isn't that for a close button on the tabset itself and not for a close button on the individual tabs? At least when I turned it on, it gave me (design time) a close button on the far right of the tabset, next to the tablist button...?

ButtonSettings.CloseButton is used to show close button and property "CloseOnTab" describes where to display it.
Kind regards,
TMS software