I wasn't saying it's a bad idea to add.

As for making a script that does it... yes, if you want to include login information and whatever else, it will take more coding. However, it really isn't hard to do... just time consuming.
Since you're talking about this for when you close and reopen mIRC, you don't really need to worry about the connect button, favorites list, or manually using /server. All you'd have to do is to /server -m all connections that were open in the first place. The script could maintain login information everytime a user logs in (though I think most people would not want that... maybe just have the script ask the user to enter the password themselves or something). Then just load up your logs. As far as the treebar, you can change the maximize/minimize of that by just using /window to maximize/minimize each channel/query in order to get the treebar the way it looked previously. That will most likely be your most complicated part of the script, though it shouldn't be *that* hard. And as far as making your custom windows show up in their own section rather than connected to a specific network's status window, just use the -z switch when creating it with /window. This puts it in its own section.
As you said, the how-to isn't really for this part of the forum. If you would like some help with setting that up, just start a thread in the scripting forum and someone will probably help you. You seem to know what you're doing already and probably have a script started for this, so you might want to show what you already have and maybe try what I said above before asking. That will allow people to just build off what you already have.
Anyhow, as I said, the feature being added isn't a bad idea.