OS X Finder: Why does it take less time to copy files in succession than to do so all at once?
I think in your example you are copying all files to the same disk. If the finder is trying to write to multiple places (or reading from multiple places) on the same hard drive, it will be slowed down by drive access times. It is easier (faster) to read (or write) one whole file at a time rather than ten files at the same time.

You can observe similar behavior if you are compressing video to a smaller codec. If you choose to export to the same disk that you are reading your source file from, your export will go much slower than exporting to another drive.

You could re-do your test using 3 separate disks (provided those disks were not being accessed across the same bus (USB3/Thunderbolt, etc.). That might be interesting to test.