And I prefer it the other way. Preferences aren't the issue here, good programming practices are.
I don't believe for a second that half the programs out there don't uninstall correctly, I'm not aware of any that don't. Besides that though, other programs' failures are not mIRC's nor the user folder's problem. I could name a dozen or more programs that don't remove everything from the Program Files folder, does that mean you'll now change your mind and decide that nothing should install there either?
I can't believe how many people are complaining about mIRC trying to follow proper practice with saving settings. I can't believe how it seems nobody else has been affected by the issue with LUAs. I guess this is why botnets and spam-zombies are dragging down the internet - nobody takes 5 seconds to follow appropriate security measures.