Who would expect this to leak memory?

Who would expect this to leak memory?

program Project1;

{$APPTYPE CONSOLE}

uses
  SysUtils;

type
  IFoo = interface
    procedure Bar;
  end;

  TFoo = class(TInterfacedObject, IFoo)
  private
    fProc: TProc;
  public
    constructor Create(const proc: TProc);
    procedure Bar;
  end;

constructor TFoo.Create(const proc: TProc);
begin
  inherited Create;
  fProc := proc;
end;

procedure TFoo.Bar;
begin
end;

procedure CheckException(const proc: TProc);
begin
  try
    proc();
  except
    //...
  end;
end;

procedure Main;
var
  foo: IFoo;
begin
  foo := TFoo.Create(procedure begin end);
  CheckException(procedure begin foo.Bar end);
end;

begin
  ReportMemoryLeaksOnShutdown := True;
  try
    Main;
  except
    on E: Exception do
      Writeln(E.ClassName, ': ', E.Message);
  end;
end.