Nope, it's not documented because it's a bug in VFP8.

>This is documented in the VFP 8 help file. There were some changes made in VFP 8 to make it more compatable with SQL standards. Look at SET ENGINEBEHAVIOR in help, and RTFM.
>
>>Fox2x memo fields are union incompatible in VFP8. The following code works in VFP7 but generates an error in VFP8:
>>
>>Close Databases
>>Set Safety Off
>>Create Table Test (MemoFld m)
>>Insert Into Test (MemoFld) Values ('Some Text')
>>
>>* This line works
>>Select * From Test Union All Select * From Test
>>
>>Select Test
>>Copy To Test2x Fox2x
>>
>>* This line generate a "Selects are not Union Compatible" error
>>Select * From Test2x Union All Select * From Test2x