I mean, if I send 5 BTC from 1000 diferent addresses to just one address in my Ladger Nano, it will be clear that all those adresses belongs now to just one person.
it depends on what the source of those 1000 addresses/inputs are!
for example if you bought bitcoin 1000 times from the same exchange but each time sent the coins to a different address, they are already linked in a bunch of different databases! so consolidating them into one transaction is the more reasonable option.
but if the source of each and every one of 1000 addresses are different and you are certain they can not be linked then consolidation will link them for the first time so it is not a good idea.
and also like always, in the end it will come down to whom you are trying to hide from? is it your wife or is it any random third party on the internet or is it the government? depending on your answer the chosen approach could be very different.