all of that is possible through scripting. schemes are saved in mirc.ini and updated in 'real-time', the list of schemes being loaded each time you open the dialog (instead of on start like other mIRC settings).
in addition, you can use /writeini to add a new scheme and /color -s <name> to apply it, so theme engines need not worry about colors reverting when the colors dialog is opened. i made a small addition to my engine when this feature was introduced and when it changes themes/color schemes, i use the above method to ensure that the colors dont change.
you can also add a new scheme according to your current colors, all you have to do is use $color and $rgb to create a tokenized list (in the proper order, mind you) for the scheme as well as the 16 color palette, then /writeini the new sheme and palette to mirc.ini.
deleting schemes is easily achieved using $ini, as is retreiving information with $readini.
i agree with you though, it would be nice if those features were implemented to save scripters time