How to export database as ONE updates sql file? (Like HeidiSQL, Valentina, or every other tool has)

So I see I can right click on a database and select "Dump Data to Files" -> "SQL Updates" but this spits out 1 file for every table which is insane, then I'd have to import 500+ files...

In HeidiSQL or Valentina Studio or pretty much every other tool this exporting of the database is done as one file.

Is there an option to export the database as one file instead of hundreds of files? Please tell me this is possible.

The mysql dump option doesn't seem to spit it out as sql updates no matter what settings I use.

I want to replace all the data with the one file import basically