Postgres multi tables vs single table performance
Do you find yourself writing lots of queries in which you combine rows from many of those tables together with UNION or UNION ALL?  If not, then the current setup is probably more efficient than the single table.

Once you have tens of thousands of tables, you can have scalability problems when doing things like backup, dump, and restore, and upgrades.  The nature of those problems would depend on which PostgreSQL version you are using, which tools you are using to do those things, and the details of your database objects.