First, Lightroom doesn't have layers.
Second, even if you meant bring each into a separate layer in PS, like the old Chinese proverb says: be careful what you wish for.
Specifically, when I shoot an event, I will often take hundreds or even thousands of photos. If you take even a fraction of that number, and brought each one into a separate layer in PS, you would overwhelm the working memory on any computer that exists. PS would crash long before you loaded that many files.
The same problem would occur if you brought them in as separate PSD files and left all of them open.
Perhaps you have some unique situation (eg very small pixel dimensions and a limited number of files) that you didn't explain that would make this not so prohibitive.
Tom