You read right: CSV flattens the address book to individual rows and every list membership evaporates. The lists themselves need rebuilding in Outlook, but there is a way to make that rebuild take minutes instead of an afternoon.

First move the people the normal way, Tools, Export from the Thunderbird Address Book window to CSV and Outlook's import wizard with field mapping, so every individual exists in Outlook contacts.

Now the trick for each list: in Thunderbird open the list, select all its members and write a new message to them so the addresses land in the To field. Copy that whole To line. In Outlook create a Contact Group via New Items, More Items, Contact Group, then click Add Members, From Address Book. Paste the copied line into the Members field at the bottom of the dialog. Outlook resolves each address against the contacts you just imported and the group populates in one paste.

Repeat per list, four pastes for your four lists. The groups then behave like native Outlook contact groups: usable in To fields and fully editable. They travel in future PST exports too since a Contact Group is itself a contacts item.