Yes, we need the saving option :-) Many users prefer to save their window positions at specific locations, so that even if they are moved around during a session they can always be reset to the original location using the reset option or when the window is opened later. It would not help if mIRC remembered where you last positioned a specific status/channel/query/etc. window since windows can be resized and repositioned in several ways during a session and you may not necessarily want that window to open in that location in future. Apart from that, you may not want mIRC to automatically remember the size and position of the hundreds, perhaps even thousands, of query and channel windows that you may open only once and never again. That said, mIRC remembers the default sizes of various window types automatically and applies them to those window types, if a particular window does not have a saved size/position. mIRC also follows the standard MDI window behaviour for newly opened windows that do not have a saved size/position by opening in them in cascade order which allows you to see the history of recently opened windows more easily.
Why would those users who want to have the window open up in the same position every-time move said windows' positions after they've opened? The vast majority of users expect mIRC and every other program to launch the exact same way it was when they quit it. They may never see a specific query window open again, they may see it open daily. Either way the same rule applies.
W/ Windows applications, window location behavior appears very random. THe "Multiple Document Interface" exists only because Windows lacks a standard location for the menu bar. MDI applications are intended to run maximized. Unfortunately MDI applications are intended to run on a single monitor. The solution to this would to be disable MDI completely, make the menu/button bar it's own window that, when maximized, appears at the top of the current screen, and exist always on top whenever the application was front most.
The second paragraph maybe slightly off topic, but i agree that in this day it's odd that such an option to "remember" window positions would exist.