I would like to add my response here alongside the esteemed answer provided by @Remy Lebeau above.
another solution using the Undoc Default in system unit:

class function TMaybe<T>.FromValue(aValue: T): TMaybe<T>;
begin
  if aValue <> Default(T) then
  begin
    Result := TMaybe<T>.Some(aValue);
  end else
  begin
    Result := TMaybe<T>.None;
  end;
end;