I haven't been able to reproduce this yet, here is what I am doing:
1. Copy mirc.exe and an empty mirc.ini into an empty folder.
2. Run mirc.exe.
3. Close the about and options dialogs.
4. Type "/window @test" which creates an MDI custom window and makes it active.
5. Click on the Windows desktop to make mIRC non-active.
6. Click on the "Status Window" item in the Treebar.
In the above situation, the Status Window correctly becomes activated and displayed.
If I then click on the desktop to make mIRC non-active again, and I click on the @test treebar item, the @test window becomes activated.
If you follow the above steps, do you see different behaviour?