I can’t believe I’m arguing this, but: it actually might be fine UX?
As long as they’re sorted and I can jump with the keyboard, that bare-ass drop-down is probably going to “just work” with default behavior. Anything further and we don’t know the intended use case for the element itself, but on the surface… it could be fine.
There's another condition for that: That you can predict the first few characters of what you want to select. This is rarely true of thousand-item dropdowns; you generally find yourself having to iterate through a bunch of hypothetical naming schemes. Sure, this could be averted with rigorous enforcement of some naming convention, but if you have the discipline to do that, you're probably not making thousand-item dropdowns.
As long as they’re sorted and I can jump with the keyboard, that bare-ass drop-down is probably going to “just work” with default behavior. Anything further and we don’t know the intended use case for the element itself, but on the surface… it could be fine.