mIRC won't auto-rejoin if you kick yourself, the idea (I assume) is that if you kick yourself you don't want to be in the channel.
You can use a script to automatically rejoin the channel if you kick yourself:
on me:*:KICK:#:if ( $knick == $me ) { join # }
You can also have it so you only auto-rejoin if the setting is enabled in options:
on me:*:KICK:#:if ( $knick == $me ) && ( $gettok($readini($mircini,options,n0),8,44) ) { join # }