I'm not a Thunderbird expert...but I seem to recall hearing some where that some desktop mail clients - especially Thunderbird - who use Maildir tend to also leverage sqlite (as an over-layer) to aid with content indexing and search...? If my recollection is right, that's kinda the best of both worlds: separate files (maildir) but speedy content search. :-)
Not really. Maildir does away with a host of problems ranging from file locking (the entire mbox file must be locked during writes, where maildir only requires the message being operated on the be locked), to network compatibility (no transporting a 4gb file back and forth), to corruption issues (mostly due to file size).
I strongly prefer Maildir. https://en.wikipedia.org/wiki/Maildir