It seems that all I needed was to sleep on it and then research the .msf issue. This link proved invaluable, as it bridged the knowledge gap I was suffering.
Turns out, .msf are mail summary files and that Mozilla does indeed still use the .mbox format. It simply doesn't append the .mbox extension to the end of the files it uses. For some reason, this was tripping me up in the Evolution-import process yesterday. Today it's not. Lovely.
Evolution only allows one import at a time, which, quite disappointingly mimics Outlook's limitations. The next challenge will be to figure out NewsMonster's issues, as my linux-on-the-desktop experiment continues.