Mazzola, thanks for your feedback.
I tried again with thin walls and thick walls, and each time the baseboard was correctly cut as expected, whether the wall contains one or more doors with a protruding frame or not.
Treating them as small walls means door depths have to be increased by the depth of the baseboard, which in some cases results in an unnaturally deep door frame protruding from the wall.
No, you shouldn't have to increase the depth of doors and windows. That's one of the reasons why I wrote "baseboards are computed more or less as small walls". 
Please, describe or send me a case where it didn't work.
I have a thing against rectangular baseboards in real life
I didn't try but maybe, using "baked" texture images that would simulate a shape could make the trick in some cases.----------------------------------------
Emmanuel Puybaret, Sweet Home 3D creator
