That's not true. Judges can't just take cases from different districts and different states, different court systems altogether, and consolidate them. Plaintiffs can choose to file a class action, but you can't force them into one. If all the cases are in federal court, you can kind of consolidate into an MDL (multi-district litigation), but that just consolidates certain pre-trial procedures. Unless they settle, the cases still get sent back out to the districts they came from for resolution by the original judges and separate juries.
Bankruptcy is one way around this.