A quick look seems to indicate no. It also makes sense, because tab controls or pages seldom, if ever, have the focus. Only textboxes, listboxes, comboboxes, option groups, and a handful of other controls can receive and lose focus and thus have Enter and Exit event.
If this is really important, you could put it in a subform and use the control's exit event to simulate the leaving the event, but I'm pretty sure it may be unreliable. Another solution that's a bit more robust is to use form's close event, so if you created, for instance, a pop up form, you can enforce that the form's close event is required to be fired whenever the user is done with it.