This should not cause performance problems. It's possible that if you have tens of thousands of buckets in an individual directory, some older filesystems (e.g., ext3) may start hitting performance limits, but you're right now at an average of only 40000/(4x6) = 167 per directory, or even less if they are spread to a cold directory. Newer filesystems (e.g., ext4, XFS, NTFS) also avoid this.
You can't easily merge buckets, but you should make sure going forward that your indexes are set to a maxDataSize (max bucket size) of at least auto_high_volume (10 GB), and not auto (750 MB) to make sure they are not unnecessarily small.
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