The main problem with including such a big project into mIRC is that it's in constant evolution (it's not perfect yet and bug less) and since the releases of mIRC are so far apart now, it would be hard to add new stuff to it.
I think that Khaled created the possibility for mIRC DLLs to remove that drawback of having too much to do in mIRC and help him concentrate on the essential part of it.
DCX is a very big project and is a DLL that is now larger than the initial scope of only enhancing dialogs. It has custom popup support, docking support and other misc features.
I agree that some of those features could be present in mIRC, but leaving them open to external libraries removes the burden of trying to please to everyone. mIRC is after all an IRC client for chatting before a complete development environment. The scripting was added to enhance the experience, but I think the scope has largely exceeded its initial vision.