1. well lets just then say RTFM:
/echo [color] [-deghiNtsaqlbfnmr] [#channel|[=]nick] <text>
Prints text in the specified window using the specified color (0 to 15).
As you can see, it doesn't say window
s, it clearly says /echo prints stuff to window, one, single window.
2. What if active window is status window? Should mIRC echo once or twice if your suggestion goes trough? Most prefer once, but there's always some sick bastard out there wanting it to work as you specified and echo twice, and then (s)he would come here and start another useless thread like this one.