I just tried the Nashville68^_110_Style.MGU and it's using a midi style so yes it's saving all them.
If I solo the track
Alt+2 then Alt+8 Solo the Melody track then
File > Save Special > Save Midi file > Ok Save as file
it will save just that track with the same name as MGU

So will have to script it to go through the folders, list the MGUs then
paste the path in the Open dialog
E:\bb\Drums\Nashville68^\Nashville68^_140_Style.MGU
Enter
solo the melody track
save to midi
then open next MGU in list

Hopefully that should get them all as a single midi drum track.