"union all" query consumes all memory

one my customer reported a "out of memory" issue. After investigation he found a main problem in large query that uses a lot of union all queries. He wrote a self test:

do $$

declare i integer;  str text='';

begin

for i in 1..1000 loop

str := str || 'union all select i,i,i from generate_series(1,50000) g(i) ';

end loop;

execute 'select 1,2,3 ' || str;

end; $$