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psql -1 with multiple files?

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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

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