You can also do subscriptions over http in a case like yours which will also use less resources (especially when you have a rate of < 1 message/second). This is what I was alluding to.
I am sure there is also some domain specific logic where you might be able to trade off the amount of time for a notification to arrive vs overall resources used. Given the low volume of messages I would seriously consider the possibility of using http as opposed to opening say 2000 subscriptions here. This option also has some other benefits such as other things being able to look over http as well
I would also consider a single subscription that then dispatches the messages internally. This again will be far more efficient (and easier to manage! in terms of checkpointing etc) than 1000s of subscriptions.
Does this make sense?
I would lean heavily away from