PostgreSQL/PostGIS can implement ST_Dump because this DBMS
supports array values.
SQLite simply supports scalar values, so implementing ST_Dump
isn't possible at all.
Anyway SpatiaLite supports a mechanism exactly intended to
split collections (MultiXXX) into elementaty items
(one item for each row).
Note well: this feature is not implemented at the SQL level,
but is supported by both tools (spatialite CLI and spatialite_GUI).
on spatialite CLI:
.elemgeo [dot macro pseudo-command]
on spatialite_gui:
1) right click on the tree control over the Geometry
you intend to split into elementary items.
2) then select "separating elementary Geometries" from
the context menu that will appear.
bye Sandro