If mIRC Scripting was a compiled language, anti-virus companies could add support for mIRC scripting.
There isnt any difference between adding support for "compiled languages" as their is for "mIRC scripting" the principal is the same, i.e. to look for "markers" to identify abusive results..
And, there are a select few GOOD virus scanning companies that work in co-ordination with mIRC scripters to tackle the problems faced, most notiable #nohack@DALnet (although i'm not uptodate with their goings on currently) in the past they have sent code that contains "virus/trojan features" to a few virus companies.
The main reason why .exe files would be bad, is the fact that mIRC scripting would then struggle to remain an "open source" language and as a result be far more prone to abuse.
Eamonn.