It's a bug with the IRCX server, not mIRC.
: is a message delimiter in IRC messages. Look in the debug window and you'll see most events use it somewhere, for example:
hixxy!ident@address.com PRIVMSG #mIRC :hello world
The message is "hello world" not ":hello world" , the ":" is just the message delimiter.
The IRCX server should never let you add access for an invalid nickname/address. Does the IRCX server support the nickname ":" ? If so, then a lot of clients are going to have difficulty with that and it' a pretty strange character to support! If not, then it is allowing you to add access for invalid nicknames which is a bug.
