Yeah you can do it by using COM, IF the user has the Windows Scripting Host installed, And not all users do. Also, There are numerous features that could be done in DLL's. Given that DLL's can do just about anything, I think dismissing a suggestion because "You can do it in a DLL" is unfair.
This isn't a feature that's easily scripted.
$regread would be a good idea I think, /regwrite is debateable.
There is already MDX, I bet the next mIRC version will introduce new 32 bit controls. There was already an MD5 DLL, and an MD5 script, mIRC introduced $md5. Those are just some examples off the top of my head. Registry manipulation is a basic and useful function of most languages.
Further more, Including DLL's with mIRC scripts is an undesirable requirement because mIRC lacks in some areas. It's not a reason for mIRC to continue lacking.