AFAIK TEE 2010 is an Eclipse plug-in, Delphi is not an Eclilpse based IDE, nor it could use MSSCCI/SCC providers without adds-on. If TFS 2010 can work with an MSSCCI/SCC provider (you may have to install support separately), then you can use a Delphi add-on, see for example Use Team Foundation Server in Delphi 7?, it is for Delphi 7 but situation didn't change much.
Delphi XE can use a new API to handle VCS directly, but it is not compatible with older versions (making it less appealing for those who sell already existing add-ons), and thus requires someone to add TFS integration, and TFS is not usually the first choice by Delphi shops. Moreover fashion today dictates that DVCS are hot, and most efforts are in that direction.