Thanks for your bug report.
The first part of your report, where mIRC does not change the SSL state of the status window, is intentional. Once a status window is opened with SSL enabled, this cannot be changed. This prevents users from susbequently accidentally connecting to a non-SSL server on the same network. If you try to connect to a different network, the SSL state can be changed.
The second part of your report has been fixed for the next version. Opening a new status window via the options dialog should ignore the SSL state of the current status window.