In addition to p!xeldealer's answer please note that you can't merge all files. You can merge a maximum of 9 or 10 regions to one file. With more you will exceed the 4 GB file size limit.
Addition: Mapperoni (see next post) ist right, I forgot that. There's a lot of identical contents in the maps. However I'm surprised that the individual 25K contents of each map is so small. rastered maps usually need a high amount of memory.
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