This is not really an ACF question, it is a performance question. Any way you build blocks, as I understand it, will run into the same issue when you are including many small CSS and/or JS files.
It is better for performance if small chunks of code are inline rather than in lots of external files.
Either that or all of your CSS should be put into one file and loaded event when it is not used. This is not good for performance either, but it’s still better than loading many small files.
I can’t give guidance on how to do this with blocks specifically.
