wow
I've looked in one file and they appear to be XML of the structure:
<?xml version="1.0" encoding="UTF-8"?>
<AlertDefinitions>
<AlertDefinition ... >
</AlertDefinition></AlertDefinitions>
so I'd be tempted to copy them into one big file, and make sure there is only one opening <AlertDefinitions> and one closing </AlertDefinitions> and try importing that to see what happens... if the import code is written to expect more than one defintiion in a file magic might happen and it'll import them all at once.