This is scriptable...
you can send messages to multiple recipients at once with /msg nick1,nick2,nick3 which is the method /amsg and /anotice etc take advantage of.
The major falling over point in your argument is people like purdy fonts and IRC protocol doesn't like sending a message like so:
<crap>
<crap>
<crap>
hi

thus you can't cram in much additional message information at all, as the IM's tend to do. People like stupid fonts. I don't know why. I don't think that adding this capability to mIRC would attract the clientelle back, and i'm of the opinion that thats isn't such a bad thing.
But anyway, i don't think it should be added to mIRC but I would like to see a script do it...