I didn't say it wasn't inconsistent. I pointed out that it's better to be consistent by including a space/slash. And, yes, I do know that the \'s are part of the $*dir commands. They wouldn't work otherwise in the form of $*dirfile.ext . I was pointing out that you wouldn't be able to use a space there, but that you can use a \. Double \'s in a path are fine.
As to using $+() to combine the items... I'm not sure why you would bother doing that. It might prevent an issue later if the ability to type it out as $*dirfile.ext is removed, but that's not guaranteed. It would depend on how it's removed. If it's removed in a way that leaves the final \ on the $*dir command, then that would prevent an issue. If it's removed along with the final \ on the $*dir command, then it doesn't prevent the issue. Instead, including the \ will prevent the issue either way. It's also shorter and doesn't require the $+() command, which means it's faster (though probably by no more than a couple miliseconds). $qt() is always a good idea, of course.
In any case, at this time, it's just a preference. Some will write it one way and some will write it another. Unless mIRC changes this, and there is a really good change that it won't get changed because of the large number of scripts that use the $*dirfile.ext format, there isn't any reason you can't write it the way you want to. It's just a matter of deciding whether or not you want to try and avoid any potential issues down the road or if you want to either assume there won't ever be an issue or that you'll update when there is.