For example, one has a folder-of-folders A containing two sub-folders 2010 and 2011. Folder 2010 contains two messages, and 2011 contains three. If one selects folder A, then all five messages should be shown in the message list. This would be extremely useful in RSSyl as well.
We won't implement that; messages in Claws Mail have a single source and appear at a single place.