[...] the help says that, the identifiers $regex and $regsub returns the numbers of matches.
Which is exactly what they do. The /g modifier is part of the regular expression, without which that regular expression will only ever match once at most. It's not something that mIRC is doing that would be unexpected to someone familiar with regular expressions, it is an underlying feature of the PCRE syntax that an expression without the modifier will only match once. Naturally if you're using the regular expression identifiers at all it is assumed you know how to use them.
Now, whether it would be handy to have a simple regular expression reference made available in the mIRC help file, that's another matter. But the documentation at it stands is correct in what it says.
