ok WOW.  I think I realized what the issue is.

I believe HTTrack IS downloading my list of files as MHT/archive formats...
but does NOT label them as such, instead it labels them/saves them as HTML
files, which is why I thought it wasn't working.

But I ran a few tests (1.  there are no images, js, css, etc. files anywhere
but the pages are complete and display correctly - indicates its an archive
format.  2.  Some pages do not save well in HTML and save much better in MHT
(those with background images, for example), and indeed this seems to be the
case even though these html files are not labeled as MHT or .mht files.  3. 
When I take the "html" file created under this method, and move it somewhere
without any other files... it opens with all images, styles, etc intact,
proving it is an archive format.  

I have no idea why the files are not .mht and are instead .html but clearly
the archive save is working on MULTIPLE URLs.  

Also note you can play around in the build section to change the way the files
are saved - but since the archive only saves the single page (along with some
other program/process related files I don't recognize) there isn't much to
alter there (but its how I discovered they were archive formats). 

Finally, if you see an actual .mht file (or want one) it seems you can ONLY
make that one by one - the 'index.mht' file that appears in the top line
directory IS a REAL .mht archive but it only creates that for the first URL in
a list (at least i haven't figured out how to do it for multiple URLs that is,
it probably can I assume, create actual .mht for a list of URLs but I don't
really care I just want single file web archives, and this apaprently does
that for me)

so you just use -%M as an option in the 'scan' window... add all the jpg, etc
tags (I just check all 3 boxes in the GUI as these are enough for my use
cases, which is just archiving my web history, and set everything else the way
you want... (for my purposes I do depth/links at 1 and 1 because I just want
the single page of the URL I visted in web history.  

Amazing, and I love it.  I also solved my own problem.

I don't think the dev posts on this forum anymore...