Тест 1:

procedure TForm1.Button1Click(Sender: TObject);
Var XMLDoc:TXMLDocument;
begin
XMLDoc := TXMLDocument.Create(nil) ;
try
XMLDoc.LoadFromFile(ExtractFilePath(Application.ExeName)+ '\1.xml');
XMLDoc.Active := True;
ShowMessage(XMLDoc.DocumentElement.NodeName);
XMLDoc.Active := False;
finally
XMLDoc := nil;
end;
end;

Тест 2:

procedure TForm1.Button2Click(Sender: TObject);
Var XMLDoc:TXMLDocument;
c:TControl;
begin
c := TControl.Create(nil);
XMLDoc := TXMLDocument.Create(c) ;
try
XMLDoc.LoadFromFile(ExtractFilePath(Application.ExeName)+ '\1.xml');
XMLDoc.Active := True;
ShowMessage(XMLDoc.DocumentElement.NodeName);
XMLDoc.Active := False;
finally
XMLDoc := nil;
end;
end;

При мен работи само 2-ри вариант ???