Having one folder vs multiple folders will only affect loading times (e.g. initially loading the game, loading a new area, and so on) not your framerate in general. If your framerate is affected it is more likely to be because of something else -- like different settings in the prefs.ini file for example.

Because this only affects loading times, we prefer a single folder in order to take advantage of read caching mechanisms that are built into many levels, usually even including your hard drive (or SSD, etc). By using multiple folders, I would expect worse loading performance as a result of missing the caches. That is why this is recommended.

You're of course welcome to add your multiple folders to Inner Space to see what kind of results you get, and go from there