That's only true for postgres itself. The postgres tooling and library ecosystem deals less well with 1000s of roles, as it assumes it can load all rules in memory and show them in a list. It gets annoying quickly.
This is a common theme with even mature tech. If you walk off the betrotten paths, the core tech deals well enough, but you limit your ecosystem choice. I'd advise against it, there are surprising hidden costs.
It is more the UI/list aspect. take e.g pgadmin and click open the list of users. I have a db with maybe 1000 users and even with that low number it gets annoying to navigate. Compare with e.g. LDAP tools that allow to organize users in a tree.
Now 1000 is still survivable, but the experience made it clear to me that one doesn't want ones whole corporation in 1 long list.
To be clear: This is not a problem of the postgres ecosystem, which has very high quality standards and deserves much praise. But you get a feel that it wasn't intended to be used that way.
This is a common theme with even mature tech. If you walk off the betrotten paths, the core tech deals well enough, but you limit your ecosystem choice. I'd advise against it, there are surprising hidden costs.