>I never knew about that method. Why did they not include it as a regular?

There'd be too many of them. Any property can have an {propertyNameHere}_assign and _access method. When you add a new property using the menu in the class/form designer, it has two checkboxes for these methods, which means these methods will be created if checked. But you can equally create these methods, just with proper naming, and they will be recognized. You can also add these methods to existing, core properties - in this case .caption, no problem.