What Delphi version do you use? Internally, the TTMSFMXMemo uses the Delphi RTL function AdjustLineBreaks that should handle the line breaks specific to the operating system, but perhaps, if you use an older version of Delphi, there is still an issue with this AdjustLineBreaks RTL method?
Did not notice that earlier because I used files from Windows, which all had $d$a as line feed. A couple of customer sent me screenshots about issues with this, so I learned about it.