How is mIRC supposed to know which files are scripts? If it loads all .ini/.mrc files, that could quite easily load settings files (.ini is often used to store settings). If mIRC decided to read from each file to try to determine if it is a script, that would be quite slow to process if there are a lot of scripts in a directory.
I really think this is a case where it should be left up to the scripter:
alias loadall noop $findfile($1-,*.mrc,0,load -rs $qt($1-))