Choices are good to support ones workflow. Not having the choice at all and being forced in one particular way is quite ironic as that is what Windows users always acuse OS X off. Hence a total surprise to me that it doesn't let me.
Yet me and arad work completely differently, so there is choice.
I also work with multiple email addresses. 2 of them are for the same account, but rules on exchange move emails to folder as soon as they arrive and I use the search folders on these accounts.
I also have email going in to different accounts which are separate.
There are options.