Sorry for the delayed reply here. This isn't really a bug, the reason is likely because your server is capping the amount of variables that can be sent when submitting any html form. The setting in question is a PHP setting called max_input_vars which defaults to 1000.
That many tickets for a single event is quite a unique scenario. Each ticket you create creates a few input fields (ticket name, spaces, start/end dates, etc.) which adds to the total amount submitted, at one point you will reach your limit. The only solutions here are to increase your max_input_vars, or split your event up so that you can have less tickets per event.
There are ways we could change our code to make this work, but we'd really need to be seeing more people wanting to create so many tickets for one event to justify such changes, because they'd be significant over the few users wanting this simply changing their server PHP settings.
Hope that makes sense!