I'd use:

Sub M_snb()
    Set fs = CreateObject("scripting.filesystemobject")
    
    With Application.FileDialog(1)
       .AllowMultiSelect = True
       If .Show Then
          For Each it In .SelectedItems
             c00 = c00 & fs.opentextfile(it).readall
          Next
          fs.createtextfile("G:\OF\all_001.csv").write c00
       End If
    End With
    
    Workbooks.Open "G:\OF\all_001.csv"
End Sub
If all csv files in a certain folder have to be merged the code can be more simple.