Ah yes, I see where you are coming from now. Not so much "blessed", more "different way of working".
And, TBH, if it was a problem for me I'd take the alternate approach mentioned in the thread you referenced -- AppleScript it. Depending on your needs it could be as simple as:
tell application "Mail"
set theEmails to (get selection)
set theAccount to (account of mailbox of item 1 of (get selection))
repeat with eachItem in theEmails
move eachItem to mailbox "Test 4" of mailbox "Test 3" of mailbox "Test 2" of mailbox "Test Mailbox" of theAccount
end repeat
end tell
...although the exact script will depend on your setup, whether you use multiple accounts and the unified Inbox, want a single archive folder (maybe "On My Mac") for all accounts, and so on. And you can get clever, deciding within the script which folder to move each email to based on content, metadata, etc.
Pop the script into a KM "AppleScript" action in your macro, set a hot key trigger -- then it doesn't matter what state your sidebar is in, the messages will be moved.