Hi Tobias -
First, just to add to what Fabian has already explained, you can do File, Export Project MIDI if you want to create separate MIDI files. There are many options, eg all tracks, selected track only, merge to a single track, separate tracks for each channel, etc.
Next, one way to organise your "sloppy" (!) projects would be to open each one at a time then File, Save Project As back to itself (don't change file name), selecting options to Create subdirectory and Move all media.
Shouldn't take too long, but someone might have a script or something to make it easier.
There is a File, Clean project directory command which will clean out any files not in use.
PS But first back your big mega directory somewhere, just in case ...