Yeah well, it's easy to implement a custom PM reply, really:
on *:connect:if (!%pm) set -e %pm $$?"Enter a Reason for PM Reply:"
This will ask for setting a %pm variable upon connecting. It will only ask you again when you exit mirc. Then in this line:
.msg $nick 4,1 $+ %pm
Oh, under the exit event:> unset %nontc %nopms %noticeflood. %msgflood.can be:
unset %no* %msgflood.*