Is there any way to get all propety rule components in a single file.
As you know, Data Collection loads a new file for every rule componenent. What I want is, instead of loading separate files for each component, get a bundled file containing all code snippets for that property.
I assume you're referring to AEP Tags.
What you've described is correct for Custom Code actions. However, Custom Code events and conditions are always included in the JS file. Also, all other extensions' components get included in the JS file too (unless the extensions developers have done otherwise).
What is your reason for wanting all the code snippets in a single file? If you are just interested in seeing them all in one place, you might check out the AEP Launch Inspector plugin for Google Sheets. It's a great (free) utility that provides a ton of value.