False. MAM is explicitly designed for use with multiple devices. OMEMO is fully compatible with MAM and multiple devices too.
> it relies on potentially different servers for each room
In XMPP, as deployed on the public network, each group is responsible for hosting its own data. That is, they do not replicate the group data and state between all federating servers that are part of the group in the way Matrix does. If the group goes down permanently and you do not have the history from the group saved locally in your client, you are correct that the data for that group is lost. Most XMPP clients default to keeping history on the user's device, rather than treating the server as a permanently available source of history.
My experience is that this is good enough for most people, and the extra complexity of fully replicating groups is not necessary for the average person. That's not to say it doesn't have some uses (for which XMPP does have solutions, such as FMUC, they just aren't usually implemented or deployed on the public network - https://www.isode.com/whitepapers/federated-muc.html ).
> it is only for MUCs
This is also false, as you can see from even a cursory reading of the spec.