mIRC doesn't log status windows by default, so you must have manually checked the "Logging -> On" menu item for the various server windows, or a script ran something like /scid -a /log on "Status Window".

FYI, the auto-log setting in Logging has nothing to do with status windows (since mIRC doesn't log them by default). As you can see, that setting only enables auto logging for channels or privmsg windows. Status windows can only be enabled manually through a method described above, and can therefore only be disabled by said method. This is expected behaviour.

For future reference, rather than manually right clicking each window, you can disable them all in one go in a similar manner to the code snippet posted above: /scid -a /log off "Status Window". Also, if you're unsure if something is a bug or just a hidden configuration setting, please don't pre-emptively post a bug report. There is a support forum for these kinds of questions, and if it turns out to be a bug, it can easily be moved.