1. Bg2 is openly designed (somewhat) to let you decide how you want to play.
Soloing is challenge for people who have been through the game alot and want to push characters to their limit. It can be more fun with just one character to concentrate on.
2. When soloing you ask Imoen to make her own way to the surface saying it will be easier for one person to escape on their own. Saying that indicates that the PC does cares about Imoen, thus when she is taken he/she will go after her.
3. Very few good items (i cant think of any right at this moment) need locks to be opened for them to be obtained (wait heres one; staff of the magi). If your a wizard use knock, fighters should be able to bash most locks (use potions if they cant), other classes can do the same as a fighter. Traps are a problem but there are few instant death traps so you can mostly take them like a man or pray for save vs
.
4. Not if you know what your doing. Soloing is some what tricky in the begining but you quickly become very powerful. With TOB installed you can easily get High Level Abilities in SoA - making you hella strong.