As far as I'm aware, it is recommended practise for applications to -not- delete the individual user settings from the User "Application Data" folder when the application is uninstalled. One reason may be that since multiple users could have used mIRC, they would all have an "Application Data\mIRC" in their user folder. In order for the uninstaller to be consistent, it would have to scan all user folders and delete the "mIRC" settings folder for all users, which may not be possible.
I'm trying to think of a way to minimize the impact of this change. One possible method is to add a "portable" option to mirc.ini, which would toggle mIRC storing data in the mIRC install folder or in the "Application Data\mIRC" folder.