Quoting the BizTalk documentation:
Max Degree of Parallelism is set to “1” during the configuration of BizTalk Server for the SQL Server instance(s) that host the BizTalk Server MessageBox database(s). This is a SQL Server instance-level setting. This setting should not be changed from this value of “1”. Changing this to anything other than 1 can have a significant negative impact on the BizTalk Server stored procedures and performance. If changing the parallelism setting for an instance of SQL Server will have an adverse effect on other database applications that are being executed on the SQL Server instance, you should create a separate instance of SQL Server dedicated to hosting the BizTalk Server databases.
Thanks to this new feature in SQL Server 2016, we can have the BizTalk MessageBox running with MAXDOP set to 1 on the same instance with databases that have MAXDOP set to 0. Unfortunately, the BizTalk configuration still sets the MAX DOP value to 1 at instance level. Please vote for this UserVoice item, if you agree this should be changed to the MessageBox database level!
This gives us one reason less to install the BizTalk MessageBox database on another instance than the rest of the BizTalk databases. One argument to keep this strategy of two instances, is the fact that you can perform better memory allocation and CPU affinity on a SQL instance level.
Thanks to my co, Pieter Vandenheede, for his assistance on this one!