WithEvents and Control Arrays

When I set a WithEvents variable to refer to a control it works fine except in cases where the control is an item in a control array. In that case I get error message 459, "Object or class does not support the set of events". Why doesn't this work?

Control arrays are a hybrid object. VB is smart enough to understand
that the events raised by controls in a control array need the extra
Index parameter. But if you try to declare a control variable withevents,
it can't deal with that index parameter.