It sounds like you're thinking of zone transfers (the special AXFR query type). In that case the server's response may consist of more than one DNS message sent consecutively over a single TCP connection [1], so it's possible to transfer large zones. E.g. out of curiosity I just asked for the root zone with

  dig . axfr @iad.xfr.dns.icann.org

and I received 24,448 records transferred over 83 DNS messages, according to the stats dig prints at the end.

[1] https://datatracker.ietf.org/doc/html/rfc5936#section-2.2