If you are interested in making of voxel based engine then you might want to check this thread:
http://www.pascalgamedevelopment.com...t=voxel+engine

As for why there aren't so many DirectX based resources for Delphi:
First reason is the sheer fact that Delphi has pretty high price so not many game developers are using it. Most tend to use FPC/Lazarus instead since it is free.
Another reason is that more and more game developers in general tend to go OpenGL way due to its cross-platform compatibility while with DirectX you are limited only to Microsoft based platforms.

As for using FMX for game development:
Based on my limited experience with older versions of FMX it isn't very suitable for game development due to its poor performance. Maybe in recent version they managed to improve the situation but I doubt it could compete with other graphical engines performance-vise.