[delphi.com.ar]

No se donde trendras el problema, pero el método SelectNextPage funciona bien... Comprobalo contra mi código:

Código Delphi [-]
unit Unit1;

interface

uses
  Windows, Messages, SysUtils, Variants, Classes, Graphics, Controls, Forms,
  Dialogs, ComCtrls, StdCtrls;

type
  TForm1 = class(TForm)
    Button1: TButton;
    procedure FormCreate(Sender: TObject);
    procedure Button1Click(Sender: TObject);
  private
    MiPageControl: TPageControl;
  public
  end;

var
  Form1: TForm1;

implementation

{$R *.dfm}

procedure TForm1.FormCreate(Sender: TObject);
var
  i: Integer;
begin
  MiPageControl := TPageControl.Create(Self);
  MiPageControl.Parent := Self;

  for i := 0 to 5 do
    with TTabSheet.Create(Self) do
    begin
      Parent := MiPageControl;
      PageControl := MiPageControl;
      Caption := 'TabSheet' + IntToStr(i);
    end;
end;

procedure TForm1.Button1Click(Sender: TObject);
begin
  MiPageControl.SelectNextPage(True);
end;

end.