The infrastructure around matrices in AequilibraE is composed of an index table, matrices, in the main project file that lists all matrices associated with the project, and a folder inside the project main, which contains the actual matrix files.
The need for having matrices sit outside the model file are two-fold: I/O performance and to keep the model file with a more manageable size. Have you ever wondered while every single transportation modeling platform keeps matrices in separate files? It turns out this is a quite obvious design decision given current models and available computer hardware.
Finally, AequilibraE is fully compatible with OMX, so you can keep (and generate) all your matrices in that format.