I totally understand that having 4 puzzles in a box could be considered inconvenient but they take up far less space than 4 seperate boxes! We've done these puzzles so many times. At first I would quickly pull out the pieces for the particular jigsaw my son wanted to do - not that taxing, they're different sizes! My little boy soon learnt to recognise which puzzle each piece came from and then to recognise the different sized pieces without seeing the pictures. He really enjoys making the pictures in the box, one on top of the other and insists on doing this. These are all just extra skills.
We have done these puzzles so many times, and yes, I have had to stick a few corners of the pictures back down but considering the use it's had it's still in very good condition and I'm sure my second child will have as much fun with it as the first. These are by far the best jigsaws we've had (for enjoyment and use) and we're not even into Thomas in this house!