Hello, no it's not a bug, \b by default only checks for ascii, you must use the /u modifier, recently supported by mIRC. It tells the engine to use Unicode to identify characters.
Looking for a good help channel about mIRC? Check #mircscripting @ irc.swiftirc.net
Thanks for your post. I checked your regular expressions at regex101.com and it returned the same results as mIRC. As Wims mentioned, you will need to use the /u modifier in the latest mIRC beta to handle Unicode characters or you can use (*UCP)(*UTF8) at the start of the pattern (see PCRE for more information).