There is "ignore" "op" "voice" and "protect" ...

Why is there no "ban"?

I'm unable to find the location where the options that you indicate are available. Would you kindly provided a detailed explanation regarding the location of these options, so that I'm able to locate them.
I tried using Options from the toolbar menu, and wasn't able to locate Control.
So then I tried the nicklist right click menu, which has a Control section, but while it has the ignore, op, and voice options, as you indicate, it doesn't have protect and it does have kick and ban options.

This was located on a clean installation of mIRC 6.21

He means the addressbook's control tab - it would be nice to have extra choices, or even a "Custom" choice on the dropdown, where you could add your own command.

I like the idea of a custom list that calls an assosiated alias. Not sure exactly how/when it should trigger though, probably best to have the 'trigger' event part of the options for it.

There is no built-in 'auto-ban' in mIRC, as there is for op/voice/protect, hence no entry in that section.

To see channel bans, you can use the "channel central" dialog in the particular channel (by default it will be displayed if you double click on the channel window). Or you can use "/mode #chan b" to list them in the status window.