A solid and typical filing system is to file by folder and sub-folder structure of some sort, with the location of an item|message as the organizational metadata

but currently one has to open each folder to select all the messages to process, go and open the next sub-folder to process the contents, rinse and repeat for how ever many finely organized the messages are in sub-folders.
The ability to select a folder such that it also includes all its sub-folders would make this part of an investigation or discovery so much easier.

We need all the messages relating to Project-FooBar as they were filed in the Project-FooBar folder and its sub-folders.   Currently we can't do this directly.