After reading the entire thread, all that really matters is that the original poster is correct. mIRC should correctly call any procedures as if it was closed via File > Exit.
There are many cases in which windows will properly shutdown with little or no time to close running applications. Such cases include a detected overheat, encountering a fetal error or even being shutdown by another program (ups software shutting down the system to avoid a crash during power outage, once battery becomes low, is a good example)
