This is even worse when you have to find/replace using regex across 30,000 files and 10,000+ files of those need to be replaced.

That certainly sounds painful enough that I'd never even attempt it using any editor. There are other tools suited to such tasks.

I understand that, but Sublime Text should be able to handle this. Visual Studio has a checkbox in their Replace In Files dialog called "Keep Modified Files Open After Replace All" and when you uncheck this it will just auto-save the files for you instead of opening them all and doing as you wish with them; Sublime Text needs the same functionality.

I just had the painful experience of this after my computer crashed trying to open several thousand files.

Indeed! Shouldn't be too hard a feature to implement.