The path of your mIRC is irrelevant, it's the filepath that you specify with /remove that matters. In case of a space it will error or cause unexpected results.
Try: //write "a b.txt" | remove a b.txt
--> * /remove: no such file 'D:\mIRC\a'
With the quotes you will get a nice:
--> * Removed 'D:\mIRC\a b.txt'
Of course, if you actually had a file named "a" it would also have said it removed it, but it's clear we didn't want this in the first place. Note that although using quotes works, it will still fail on filepaths with multiple consecutive spaces.
