I can certainly verify your findings. I put the following in the Form Activate:

DODEFAULT()
DEBUGOUT pemstatus(This.pageframe1.page1, 'TabIndex', 5)
DEBUGOUT pemstatus(This.pageframe1.page2, 'TabIndex', 5)
DEBUGOUT type('This.pageframe1.page1.TabIndex')
DEBUGOUT type('This.pageframe1.page2.TabIndex')

Both PEMStatus returned TRUE, but the TYPE returned Undefined! Vartype generated an error. I also noted that TabIndex was not a choice in the Intellisense list.

>Hi, all -
>
>In VFP7, Create a form with one (baseclass) PAGEFRAME on it.
>
>The following function returns .T.:
>
> PEMSTATUS(thisform.pageframe1.page1, 'tabindex', 5)
>
>As we all know, PAGE's do not have TABINDEX's.
>
>One of our applications tests for the TABINDEX property before trying to read it. It generates errors for every PAGE in the PAGEFRAME on the form.
>
>We have just started testing our app's in VFP7. Is this the only PEMSTATUS that is wrong?
>
>- George