I'm going to challenge that the question is not one for Postgres, but you should be asking "What filesystem is best suited to having many files in the same directory" and let the technology deal with the problem. Postgres is just dependent on the filesystem for this behavior. And to that answer, I believe, is XFS.
He didn't say how many different schemas will have.
All those thousands of CSV files have a completely unknown structure ?
Or you'll have just dozens or hundreds of structures ?
