The case is a little bit tricky. I rund Kubuntu 12.10 with ClawsMail. I run Win7 with ClawsMail. All ClawsMail folders are synced with Wuala (something (better!) like DropBox). I do this for a lot of other applications, too. On the windows side I created inside of an account a Folder "List" and four sub-folders "AG-Pflege" in it. I put some mails in it with the mbox-import-feature. The same folders appearse on the Linux side, too. No Problem. The counter in the folder-tree showed me the correct number of maisl in it. And here it comes... When I entered the folder all mails diseapeared. After that I looked on the filesystem (please look at the dir-seperators!). There is a "List/AG-Pflege" (folder an subfolder) in it as I expected. But there is one folder "List\AG-Pflege" in it, too. And this folder is empty. So I think that the windows version of Claws-Mail store somewhere in the Claws-internas (maybe a config file) the folder path. It use the DOS_DIR_SEPERATOR (\) for that. The linux version of Claws-Mail read this information while entering the folder and get confused about that.
Configuration is specific for each OS, yes. And AFAIK has been never claimed or advertised that it shouln't be that way, so marking as very low priority enhancement request for a distant future. Notice that dir separator handling is just the tip of the iceberg (think about allowed character sets in directory names for example).