In this case, you are indeed choosing ignorance over knowledge. codemastr is quite correct (with one minor correction).

GOTO is an unconditional jump command - no excuses, just go to whichever label follows the command.

A loop is indeed defined as a sequence of commands which are repeated as a group, USUALLY with a conditional expression somewhere to determine when to end the loop. Not all loops have such conditional expressions.
Code:

alias oops {
  :TheStore
  GOTO TheStore
}

In this loop, there is no conditional expression at all; this is a valid loop, however foolish it might be.
Code:

alias blah {
  GOTO TheEnd
  :TheEnd
}

This example is not a loop at all; it is strictly an unconditional jump. It shows why GOTO is not a loop, nor even a looping mechanism, although it can be used as such.

Since the advent of the BASIC programming language, GOTO has been used and abused. It does have valid uses in every language, including mIRC scripting; however, it's far more well-known for its abuse which results in spaghetti programming that not even the programmer who wrote the code can follow. Boiled down to just the jump logic (if it can be called that), it can look like this:
Code:

alias huh? {
  GOTO Part-1
  :STOP
  :GOTO Please-STOP
  :Section-2
  GOTO STOP
  :Please-STOP
  GOTO OMG-STOP
  :Part-1
  GOTO Part-17a
  :OMG-STOP
  GOTO STOP-HALT-END
  :Part-17a
  GOTO Section-2
  :STOP-HALT-END
}

This is working code with no functionality. There's not a single loop anywhere in it. "Back in the day," GOTO commands jumped to line numbers which were even more obscure to read and debug than human-readable labels. Add in all the other (sometimes poor) code that goes into the program and things can get very difficult indeed to debug.

From versions.txt:

Code:
02/02/2000 - mIRC v5.7
                     
54.Added support for while loops. Repeats a loop while the expression
   in brackets is true. Multiple while loops can be embedded. You can
   use /break to break out of the current loop. You can also use the
   /continue command to jump to the beginning of the loop.

As you can see, we didn't get while loops until relatively recently. The While Loops section was just added to what was already there; prior to 2 Feb 2000, we had no other looping mechanism, other than GOTO.

/help goto loops == /help /goto == /help aliases == /help brackets == /help while loops == /help /while == /help /return (etc.) Obviously, no two of the previous /help commands means precisely the same thing. Perhaps it might be more correct to suggest that the help target "Goto loops" be removed or reworded since looping is just one function that GOTO is used for; however, pointing to a label in a help file (albeit absolutely the best mIRC reference there is) as proof of some archaic programming construct's sole validity is ludicrous.

GOTO is more closely related to CONTINUE (go to the top of the loop now), BREAK (exit the loop and start processing with the first command after the loop) and RETURN (which is usually used to return a value, even if that value is $null) and even HALT ("goto end") than it is to WHILE.