Wordpress - Plugins in mu-plugins folder are not loaded

Does WordPress only loads plugins which are just single files in mu-plugins?

No, they do not need to be single files but you cannot use plugins in their own subfolders as in the standard plugins/ folder.

The main plugin file (one with the specified plugin header info) has to be right there in mu-plugins/. Other files can be put in a subfolder and referenced from there.

I used it with my own plugins. I've never tried moving any robust plugin in there.

Also note that not all plugins are must-use-compatible
see http://codex.wordpress.org/Must_Use_Plugins#Caveats

I've recently faced this very issue and in order to avoid mixing all plugins or patching files to keep organization, I've found that you can actually keep all plugins within separate sub-folders and create a symbolic link in the the mu-plugins folder pointing to the plugin's main file within the respective sub-folder.

I hope that this information can become helpful to others in the future!