I cannot seem to reproduce these issues here. There does appear to be an issue with one of the WhatNet servers listed in the DNS pool but, other than that, when I connect to an SSL server and add it to the approved list, mIRC does not request approval again. If you try to connect to another network's SSL server, do you see the same issue?
You may need to approve the connection several times since there are at least three different SSL servers and all three need separate approval. Are you sure that mIRC asking for approval for a server that you have already approved?