How to compare 10000 data frames in Python?
Simple approach:

Define an appropriate distance or similarity measure between two such data frames. It's unlikely that there is a standard measure for whatever game this represents. For example you could have a distance measure which sums every value in each data frame and then return the absolute difference between the two values, but this is unlikely to correctly represent the semantic of the game.
Implement this distance or similarity measure between two such data frames as a function
Call this function for every possible pair of data frames (that's 49,995,000 comparisons, it's doable).

Fair warning: a heatmap of an unordered matrix 10k x 10k might not be very exploitable.
Note that once you have the distance/similarity function, you could also:

use a clustering algorithm to group the data frames by similarity
detect outliers