[[jcarteagaf]]

Cambia tu codigo de esta forma:

Código Delphi [-]
procedure TfrmLe_ECF.cxButton1Click(Sender: TObject);
var
 i: Integer;
begin
  Screen.Cursor := crHourGlass;
  CapturaStatus;
  AssignFile(arq,ExtractFilePath(Application.ExeName)+'\Teste.TXT');
  Rewrite(arq);

  pb.Properties.Max := guardastatus.Count;
  pb.Position := 0;
  pb.Step := 1; // queremos que vaya de 1 en 1
  for I := 0 to GuardaStatus.Count - 1 do 
  begin
    pb.StepIt; // avanza de 1 en 1
    Application.Processmessages;  // refresca la pantalla
    WriteLn(Arq, GuardaStatus.Text[i]);
  end;

  Write(arq,guardastatus.Text);
  CloseFile(arq);
  Screen.Cursor := crDefault;
end;

Saludos