I suggest adding a new key combination "CTRL+W" to "mIRC Options/Other/Keys..." to quickly close any active window.
At the moment this only works for switching between #channel windows, which is almost useless as there are other open windows.
If this option is will added, then when the checkbox is checked the function should change so that pressing this key combination should now close the any open active window.
This will also match the usual keyboard shortcut in browsers for closing open tab. Therefore, this will be a useful additional functionality, which is sorely lacking in mIRC.