It's definitely not mIRC that's sorting it, I've quadruple checked it :-) Here are my results:

Code:
I: 66.196.45.122 N: irc.sorcery.net R: 66.196.45.122
n: 8 for irc.sorcery.net 66.196.45.122
1 dns: irc.sorcery.net nick: addr: irc.sorcery.net ip: 66.196.45.122
2 dns: irc.sorcery.net nick: addr: irc.sorcery.net ip: 66.252.19.229
3 dns: irc.sorcery.net nick: addr: irc.sorcery.net ip: 69.26.202.173
4 dns: irc.sorcery.net nick: addr: irc.sorcery.net ip: 145.89.150.59
5 dns: irc.sorcery.net nick: addr: irc.sorcery.net ip: 195.35.83.67
6 dns: irc.sorcery.net nick: addr: irc.sorcery.net ip: 195.169.138.124
7 dns: irc.sorcery.net nick: addr: irc.sorcery.net ip: 216.150.31.130
8 dns: irc.sorcery.net nick: addr: irc.sorcery.net ip: 65.23.154.67

I have just noticed that after issuing nslookup or /dns several times for irc.efnet.net, neither nslookup nor /dns return the full IP pool list. They only return the first address in the list. This could explain the problem that you're seeing.

I have no idea how to explain it I'm afraid. It seems to be a Windows issue since it is affecting both nslookup and mIRC here.