This is by-design for VFP9 (it was determined to be a bug in VFP8 and a doc issue in VFP9 -- hopefully to be addressed in docs for SP1).

>Believe quite many VFP developers might also mind this case
>- Somebody here don't think it is a bug.But bindevent() worked normally in VFP9 Beta as the example:-
>

>o=CREATEOBJECT("c1")
>=BINDEVENT(o,"f1",o, "f2",1)
>?o.f1("abc")
>?o.f2("123")
>RELEASE o
>DEFINE CLASS  c1 as Custom
>       FUNCTION f1 (p1 as String )
>           RETURN p1
>
>       FUNCTION f2 (p2 as String )
>          * WAIT WINDOW "FUNCTION f2"
>           RETURN p2+" FUNCTION f2 "
>