erc-query-on-unjoined-chan-privmsg

erc-query-on-unjoined-chan-privmsg is a variable defined in `erc.el'.
Its value is

t

Documentation:
If non-nil create query buffer on receiving any PRIVMSG at all.
This includes PRIVMSGs directed to channels. If you are using an IRC
bouncer, such as dircproxy, to keep a log of channels when you are
disconnected, you should set this option to t.

You can customize this variable.