Yes, images that are not power of two are rescaled when creating GL textures, but only if your graphic card doesn't support non-pow2 textures (these are still not very common though).
I can add option to just copy original image to larger pow2 texture in the future.
In the meantime you can copy your sprites to pow2 images before sending them to GL like this:
uses
... ImagingClasses, ImagingOpenGL, ImagingUtility;
var
Sprite, Pow2Sprite: TSingleImage;
TexId: GLint;
begin
// Load orig 72x128 sprite
Sprite := TSingleImage.CreateFromFile('MySprite72x128.png');
// Create power of 2 image
Pow2Sprite := TSingleImage.CreateFromParams(NextPow2(Sprite.Width), NextPow2(Sprite.Height), Sprite.Format);
// Copy orig sprite to pow2 image
Sprite.CopyTo(0, 0, Sprite.Width, Sprite.Height, Pow2Sprite, 0, 0);
// Create GL texture using pow2 imag as a source
TexId := CreateGLTextureFromImage(Pow2Image.ImageDataPointer^);
.. do stuff ..
end;