I'm not sure if it is properly documented (using the Bugs Guide and Algo Guide and couldn't find them).. but here it goes..
If you wield a weapon that has the MP for Critical Hits property, the MP consumption is based on a character that has a Magic command (Lore is the only other command that is considered a Magic command) and spell. Gogo's the exception to the rule since you are not forced to have him connected with said command.
The test (use the FF3USHT 1.3g beta patch to see what's happening):
Proof -
http://rapidshare.com/files/140017228/FF3Hack3.7z.htmlSee how Gogo isn't able to critical hit? Well, it has everything to do with him/her/it not having the Magic/Lore command.
Note: This is the same issue Banon has, and most likely has nothing to do with the cosmetic MP hiding that the game enforces. If Banon had a Magic command and a spell, his default Punisher weapon would be able to dish critical hits.
If Gogo has a Magic command, but no spells (he's alone in other words), the MP consumption for critical hits won't occur.
Note: In the Tower of Fanatics, the Fight command (which gets auto-converted to Magic) is what is required to trigger the MP for Critical Hits property.