Please follow the below steps to pick data from all sheets at one go.
Step 1: Create a Connection and select the folder where your file reside and name it as "Data"
Step 1: Create a ODBC connection with same Excel file.
Step 2 : Count the number of Tables(Sheets) by use below Script
Step 3: Run the Loop to pull data from all the sheets by using code below
For i = 0 to $(vNoOfTables)-1
Let vSheetName=subfield(peek('TABLE_NAME', i,'Tables'),'$',1);
[Lib://Data/Sample Data File.xlsx]
(ooxml, embedded labels, table is '$(vSheetName)')
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While working with Qliksense, if you can change Legacy Mode to 0, you can do the looping and achieve it but I will not suggest that as Managing Paths at QMC level become a challenge.
If you have fixed number of files, then I will suggest you to create ODBC connection and do as we discussed above or if you have fixed number of sheets and N number of Files, then you loop to find the number of files and within it run a another loop to fetch data from different sheets.