That is how it is. Thunderbird has no idea how to read the proprietary file that describes the folder layout windows live mail uses. That is why you are using an add-on that can import industry standard EML files. It is not a live importer, it is an EML file importer.

I am sure there are some commercial product that you can purchase to convert the data, but we do not have a recommended list.

A quick google turned up this product. https://www.maildev.com/mailexplorer I did use it many versions ago. They have instructions https://docs.maildev.com/article/197-how-to-export-windows-live-mail-emails-into-thunderbird

Have now used 3 hours to figure out how to get my mails from Windows Live Mail and imported to Thunderbird and are surprised it schould be SO difficult and are about to give up - but Windows Live Mail are NOT supported anymore and a lot of people talk nicely about Thunderbird.

Made backup of both contacts and messages after seeing a YouTube video but they are NOT saves as .eml files. Then I downloaded this software importexporttools-3.3.0-sm+tb.xpi but when I click on this file my uTorrent opens.

So to solve this problem I have to BUY a new software https://www.maildev.com/mailexplorer - can this really be right? Hope someone can help, please?

I succeed installing importexporttools-3.3.0-sm+tb.xpi in Thunderbird so do I now have to export ONE folder at a time from Windows Live Mail and then import it with importtools for each folder and remember to make new folders in Thunderbird with the same name as in WLM, please?

yes, or allow the import export tools to import them using the names of the folders on disk and then rename the folders once they are imported. Right click allows rename. Just do not rename to change only case. It has a habit of messing up baldly. If your folder is "folder" and you want to to be "Folder". Change it to say folder1 in the interim.

Linux and Apple operating systems consider two files folder and Folder to be two different files. Windows does not, hence the messing up if you only change case in the name.

I suggest in the future you ask your own question, not tack your issue on the end of the original. At best you probably annoy the original person as your message generates an email to them and my reply generates another. It quickly can become very annoying and basically amounts to spam. The other side of that same coin is often we do not respond because of the spam effect so you get no answer. Then there is that those answering questions tend to concentrate on those without an answer, so you find yourself looking for answers and waiting a long time because no one is looking at days old messages in threads that they have not responded to for months. For myself, I have not looked at email or come to this site in recent days, so your message may have lingered a week without me knowing anything about it.

Thanks for your help and sorry I didn't do it the right way.