Are you using the official releases? If you are using Lazarus from Debian or some other repository, it will not work due to these packages not setting up permissions for the executable to be replaced.
In general IME on Linux the best approach is to install FPC (either from repositories or, better, using the official release) and then download the Lazarus source code and compile it somewhere in your home directory with 'make bigide'. This will avoid any problems with Lazarus packaging that often tends to be broken (again, IME).
I used in home instead in it's official release. Also I sudo-it when launch it, so it will have full rights. On some packages it didn't work, no matter what I did. I had to use official apt from repositories for those packages (lucky me they had that).
In general IME on Linux the best approach is to install FPC (either from repositories or, better, using the official release) and then download the Lazarus source code and compile it somewhere in your home directory with 'make bigide'. This will avoid any problems with Lazarus packaging that often tends to be broken (again, IME).