Thanks for your bug report. I have not been able to reproduce this issue so far. When I double-click on links, such as http://www.mirc.com, in the status window in mIRC, it opens the link in the default browser. I tested with Microsoft Edge, Firefox, and Chrome.

Did you set the default browser using the Windows 10 Settings / Apps / Default Apps dialog?

If you install a clean copy of mIRC, using the "portable" option in the installer, into a new folder in your Windows documents folder and test it there, do you see the same issue?