Yep, indeed. But that has its reasons.
Messenger Plus! needs a fixed sequence of letters/words in order to reconize the message as an auto-message. In other words: if it is allowed to be translated, it can't be interpreted anymore as being an auto-message...
(the three commands for the default Quick texts are another (internal) example of this, as well as the ĞIğ in action messages.)
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EDIT:
[*] This said, you can change the "
auto-message:" itself, locally (thus only what you see), using the
Word Filtering feature.
(Thus you can not change how the nickname is shown, or the order or whatever)
Plus! > Prefereces > Instant Messages > Word Filtering
and
http://www.msgplus.net/help_tutorials.php?tut=word-filtering
eg: Filter this word: auto-message:
Replace by: says (auto):
tick "Messages you recieve"
/ 
