CTE Query to CONCAT text (over 10,000 rows)
How does this approach do in comparison?

SELECT 
  SampleUserNumber, 
  CombinedMessage = STUFF(
    (SELECT N' ' + SampleTextLine FROM #SampleTable
       WHERE SampleUserNumber = t.SampleUserNumber
       ORDER BY SampleLineNumber
       FOR XML PATH, TYPE).value(N'.[1]',N'nvarchar(max)'),1,1,'')
FROM #SampleTable AS t
GROUP BY SampleUserNumber
ORDER BY SampleUserNumber;


It would probably be useful for your #temp table to have a clustered index on SampleUserNumber, SampleLineNumber or at least a non-clustered on those two columns that INCLUDEs SampleTextLine.

In SQL Server 2017 you would be able to use a much more straightforward approach, almost guaranteed to be faster:

SELECT SampleUserNumber, 
  CombinedMessage = STRING_AGG(CONVERT(varchar(max),SampleTextLine), ' ') 
                    WITHIN GROUP (ORDER BY SampleLineNumber)
FROM #SampleTable
GROUP BY SampleUserNumber 
ORDER BY SampleUserNumber;


To avoid the CONVERT you could just make your #temp table column a MAX type.