AFAIK Firemonkey does not handle properly such right-to-left languages.
This is a limitation.
But it does handle Unicode. That is, non English "non complex script" text can be rendered, like French, German, Russian, Greek. But FireMonkey does not handle complex scripting including ligatures and glyph shaping, and visual order arrangment.
MessageBox does not use Firemonkey, but the raw iOS API, so it works as expected, since the Delphi compiler kernel does handle Unicode.