[qpiox]

Many SQL tools that use JDBC have support for CSV, TSV and other table-in-a-file data stores (e.g. DBF).

I use DBeaver for nearly everything SQL. It is also open-source.

Create a New Database connection, choose CSV, choose the folder with the CSV files, and you will get a database connection to a "database" where each CSV file is a table.

[npteljes]

I second DBeaver, fantastic tool. AFAIR it can't do joins though (on CSVs), whereas Q in the OP can.