Immediate execution of scripts tacks notes onto the end of the lines in the output window, which are then omitted from output. Basically it remembers where the output started and omits from there on.
To work around this you need to call a script in your script file. The execution of that script is deferred until after the lines have been omitted, and thus the world.note will work.
Conceivably you could do a DoAfterNote to put the line there a second later, if that was acceptable.
Why not just omit the MUD line? It doesn't make sense to omit the rest, and since there's no multiline omitting you could just have it remove the first line and print the rest.