From the help file:
Show /whois in active window
Shows /whois results in the channel, query/chat, or custom windows if it is turned on and if a /whois is issued inside one of these windows, otherwise all /whois results are shown in the status window.
I guess for that option to work the /whois must be done from the window itself and not a remote. You can enable the whois on query option and it will send the whois results to the active window.