[Lazarus] Win32 TPenStyle psDot is ugly

[AlexeyT]

According to MS docs, psDot style must give nice looking 1 pixel dots. 
https://docs.microsoft.com/en-us/windows/desktop/gdi/pen-style

Lazarus creates pen via Widgetset's ExtCreatePen which calls Win32 
ExtCreatePen.

reality: If I set psDot to StringGrid.GridLineStyle, I get ugly dots: 
each of about 3 pixels fragments. psDash is ugly too: dashes are very long.

Why?

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Regards,
Alexey