Chris,
This is out of the performance doc. of BTS 2006 from Microsoft, might be of help to you:
"Scaling out the message box from one to two SQL Server computers does not improve throughput because in this scenario, one server is dedicated as the primary message box. Every BizTalk Server group must have only one primary message box.
The primary message box handles all subscriptions and message routing, while other message boxes handle message publishing. Instance subscriptions (subscriptions that route messages to already-running instances on specific message box servers) are maintained on the primary message box and on the specific message box that hosts the particular instance.
To alleviate lock contentions, message publishing is disabled on the primary message box and only the other message boxes can publish messages. Therefore, overall system throughput does not improve because there is still only one server publishing messages.
Running multiple message boxes requires distributed transactions. Therefore, overall performance decreases from the additional network-traffic overhead."
Regards,
Sajid