SUMMARY The bank I use doesn't seem to provide the ability to download a single .csv or .ofx file containing all of my transaction history, so in order to import any files for accounting I have to download them manually. As such, I have quite the high number of .ofx files. When I try to import them into KMyMoney, I can only select one file, which makes this a chore. I think KMyMoney should be able to import multiple files at the same time.
In the meantime you could use KMyMoney's web-connect feature reducing your workload by importing the OFX file directly from the web-site into KMyMoney without the need to save it on disk. See https://docs.kde.org/stable5/en/extragear-office/kmymoney/details.impexp.ofx.html#details.impexp.webconnect for details.