Who told you that? Its not what the manuals say. They actually recommend have a larger number of smaller data collectors rather than one large one.
Here is a quote straight from the Data Aggregator install manual for 2.3.2:
"In practice, multiple lighter Data Collector instances can be substituted, as long as the combined capacity does not exceed 500,000 monitored devices and components. For example, you can use five virtual Data Collector instances to approximate one large one. You can see how many devices and components Data Collector is monitoring in the Data Collector List view."
Maybe you need a new advisor :)