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I'm also using Dash to create a quite complex multi-page app.

And I agree with you, at the beginning, it somewhat annoyed me, that this can lead to very verbose nested statements, but since I started refactoring most code into reusable components (AiO), I don't think anymore, that separated html-files would lead to a better usability. I would have a lot of small html-files. Also, I want to dynamically set the ids, so I can connect some components. Hence, I would need to use some templating engine for inserting the ids.

This works well with django, which I used for a long time, but I don't think it works with React-based apps, which are very component-driven.