I compared speed of importing (into an empty SQLite DB) from 2 kinds of SQL 
dumps. Data is exactly the same in both cases, and xz-compressed size of SQL 
dump is near 18MB in both cases.
First SQL dump has single big INSERT statement in single transaction.
Second SQL dump has one INSERT statement for each row.

Schema is 1 table with these columns: INTEGER PRIMARY KEY, TEXT x2 (2 columns), 
INTEGER x4, TEXT x10
There is nothing else besides the data, no indexes, etc. in both cases.

In both cases I am importing from compressed file, using command like this:
time xzdec something.sql.xz | sqlite3 something.db

Time of import from single-insert SQL dump:
real    2m13.884s
user    2m13.791s
sys     0m1.052s

Time of import from multiple-insert SQL dump:
real    0m2.192s
user    0m3.266s
sys     0m0.347s

IMO sqlite needs some optimisation for this case when there’s a huge INSERT 
statement, because the speed difference is enormous.
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