If the files are named in such a way that MS Pro can identify they should be grouped, they will all be joined into one song. The files would have to have a naming convention where the name of each file is the exact same except for the number at the end, i.e. MySong1.png, MySong2.png, MySong3.png, etc.
If you want to add multiple png files to the same song and they are not named that way, normally my suggestion would be to use the song editor. You can tap the "New" action at the top of the screen, then go to the files tab, tap the folder, and then tap all of the files you want placed into the same song. If you have more files in one directory than the file browser will display, you could always search at the top of the screen to filter the files down to just the ones you want. I haven't tested this when there are thousands of files in one folder, but in theory it should work.
If a merge feature would still be valuable to you, I can add it to the list of feature requests.
If you want to add multiple png files to the same song and they are not named that way, normally my suggestion would be to use the song editor. You can tap the "New" action at the top of the screen, then go to the files tab, tap the folder, and then tap all of the files you want placed into the same song. If you have more files in one directory than the file browser will display, you could always search at the top of the screen to filter the files down to just the ones you want. I haven't tested this when there are thousands of files in one folder, but in theory it should work.
If a merge feature would still be valuable to you, I can add it to the list of feature requests.