This is unlike UDP, which is not tied to a specific remote host and does need to know about the dest. IP for every packet.
True but :
Something to note: if this were to be supported and you used it, your script would become slower, since mIRC would have to resolve the <host> parameter everytime it executed. Again, this is unlike TCP, which resolves the remote host to an IP upon /sockopen. This of course assumes mIRC would not cache lookups, which I don't think it should be doing. One of the first things you'd do to optimize the script would be to remove the inline host resolution anyway, so it seems unnecessary to me.
The -k switch of /sockudp let you use the same "connexion" everytime, so the cache is sort of already supported internally, this would not make my script slower.