New
#11
It's probably just a bug in Explorer; I seriously doubt they would put that in there as a safeguard. Since so few people have to delete thousands of files, it hasn't come to their attention, or if it has, it's very low on their priority list.
If it's a big deal to you, you might make a suggestion here: https://support.microsoft.com/contac...ort&ws=support
Otherwise, I'd just work around it, like using the command prompt or just doing it 1044 at a time.