If mIRC were to shove every message that was deemed "important" into the active window, you'd end up with important messages in random windows that end up being hard to track down, instead of one single location. Like I said, it might seem unintuitive and error prone, but that's what the status window is for: collecting your status messages. Most people should be checking it often enough, or at least when it highlights (you can disable ping/pong to improve the signal/noise ratio).
Windows MDI interface in all honesty totally defeats it's purpose and making it necessary to display pretty much everything in the active window. It is unintuitive and error prone the way it is. You admit this yourself. And this TOTALLY nullifies the rest of the argument.