That's an event though. Poppy was distinguishing between that and a quit message which is the bit that appears in the parentheses.

You can customise both the event, and if you are really fussy, like me, what message is displayed in the event. This just gets done with the script given in an earlier post here.

If it is your own quit message you'd like to have just enter this in mIRC Options - IRC - Messages - Quit message edit box.