This is totally off-topic now but no, that's simply not true. If anything it's the other way around, mIRC's dialogs are actually windows, as are all controls in the Windows API. But that's completely irrelevant, the concept of two distinct types of frames -- dialogs and windows -- is prevalent throughout GUI design and it's pointless saying that they're fundamentally the same underneath.
But trying to put this thread back on topic: Does it matter if dialogs are different from custom windows? No. Does it matter whether it's a bug or a feature request? Again, no. The crux of the matter is it would be nice if there was some way to use F-keys in dialogs.
