psql -1 with multiple files?

Is there a way to load multiple .sql files in a single transaction? It looks
like "psql -f file1 -f file2" or "psql -f file*" was a WIP patch that never
happened, and from what I can tell, psql ignores the -1 parameter when
reading from STDIN, so I can't cat them together either:

$ cat > am_i_in_transaction.sql
set client_min_messages to debug;
abort;
set client_min_messages to debug;
^D

$ psql -1 -f am_i_in_transaction.sql
SET
ROLLBACK
SET
psql:am_i_in_transaction.sql:0: WARNING:  there is no transaction in progress

$ psql -1 < am_i_in_transaction.sql
SET
NOTICE:  there is no transaction in progress
ROLLBACK
SET

$ psql -1 -f am_i_in_transaction.sql -f am_i_in_transaction.sql
SET
ROLLBACK
SET
psql:am_i_in_transaction.sql:0: WARNING:  there is no transaction in progress