I can confirm this when you are using the server variant like MSXML2.ServerXMLHTTP, but not the client variant like MSXML2.XMLHTTP.
HOWEVER, it is close to useless for two reasons:
1) It working is random, meaning sometimes it works, sometimes it just crashes my mIRC, which is very unfortunate, because this technique is great for retrieving html quickly without sockets.
2) Even if it would work, we cannot access anything but the first +/- 930 chars with $mid, since the source of a html page usually exceeds the string too long method, making this technique again near to useless.
If only those things got fixed, we could do a lot of innovating and cool stuff with it, but right now it feels handicapped and near to useless
Btw, I havent tried with the WinHttp.winhttprequest.5.1 progid, but I'd rather use the xmlhttp variant, because the former only works on some XP systems, so not really compatible enough.