No, they are not dialogs. Just because you can make it look similar to a dialog doesn't make it a dialog. A channel also has "minimize and exit buttons, and a titlebar, just like all dialogs". That doesn't make channels dialogs, does it?
A custom window is just that... a custom window. It is treated as any other window within mIRC (even if it's a desktop window). A dialog is not treated as a window, but as a dialog. That is where the difference is.
As was already mentioned, this is not a bug, but a feature request.
