We could get the same effect by posting eg. http://myed2kpage.blah which would open browser and then follow those links from there.

That's a side-effect of mIRC supporting a perfectly legitimate, useful and constantly-used protocol (HTTP). That is not mIRC specifically supporting Edonkey or whatever. That's like arguing mIRC can be used for privately spamming people because it supports /msg, or supports sockets so you could send spam emails or SMS messages.

imo following ed2k link and downloading those files using some other program is just bit different then using mIRC itself for downloading.

It is different from downloading with mIRC directly. However, it's still mIRC specifically supporting a file sharing protocol for absolutely no IRC-related reason other than to make file sharing via a 3rd party more convenient.

I am quite confident this won't get added unless support is added for protocols en masse.