I had the problem, when closing mIRC, that my script tried to reconnect everywhere, causing mIRC to freeze for dozens seconds before finally shutting down.
The on exit event is also triggered after the on disconnect ones so setting a flag there doesnt help.
I solved it with a menu item to close mIRC and by putting all connection related events inside a #group, which I .disable just before doing /exit.
So yes, this would be handy.
But not this way, these new values would break all scripts that would do something like
goto $status
:connecting
:disconnecting
:closing
:connected
:disconnected
..or use excluded-type conditions.
A new identifier $exiting (or $appexit, similar to $appstate etc) would be a better choice than a new $status value, since the closing of mIRC affects more than what is related to IRC server connections.