You can use the csv module:
Create 10 files:
filenames = []
for i in range(10):
    filenames.append(f"file_{i}.txt")
    with open(filenames[-1],"w") as f:
        f.write(f"Header{i}\n")
        for row in range(5):
            f.write(f"text_{i}_{row}\n")
Read in all files:                
data = []
for f in filenames:       # filled when creating files, you can use os.walk to fill yours
    with open(f) as r:
        data.append([x.strip() for x in r])
# data is a list of columns, we need a list of list of columns, so we transpose the data:
transpose = zip(*data)
# write the joined file
import csv
with open("joined.txt","w", newline="") as j:
    w = csv.writer(j)
    w.writerows(transpose)
Check if it is ok:
with open("joined.txt") as j:
    print(j.read())
Output:
Header0,Header1,Header2,Header3,Header4,Header5,Header6,Header7,Header8,Header9
text_0_0,text_1_0,text_2_0,text_3_0,text_4_0,text_5_0,text_6_0,text_7_0,text_8_0,text_9_0
text_0_1,text_1_1,text_2_1,text_3_1,text_4_1,text_5_1,text_6_1,text_7_1,text_8_1,text_9_1
text_0_2,text_1_2,text_2_2,text_3_2,text_4_2,text_5_2,text_6_2,text_7_2,text_8_2,text_9_2
text_0_3,text_1_3,text_2_3,text_3_3,text_4_3,text_5_3,text_6_3,text_7_3,text_8_3,text_9_3
text_0_4,text_1_4,text_2_4,text_3_4,text_4_4,text_5_4,text_6_4,text_7_4,text_8_4,text_9_4
data looks like this:
[['Header0', 'text_0_0', 'text_0_1', 'text_0_2', 'text_0_3', 'text_0_4'], # one files data
 ['Header1', 'text_1_0', 'text_1_1', 'text_1_2', 'text_1_3', 'text_1_4'], 
 ['Header2', 'text_2_0', 'text_2_1', 'text_2_2', 'text_2_3', 'text_2_4'], 
 ['Header3', 'text_3_0', 'text_3_1', 'text_3_2', 'text_3_3', 'text_3_4'], 
 ['Header4', 'text_4_0', 'text_4_1', 'text_4_2', 'text_4_3', 'text_4_4'], 
 ['Header5', 'text_5_0', 'text_5_1', 'text_5_2', 'text_5_3', 'text_5_4'], 
 ['Header6', 'text_6_0', 'text_6_1', 'text_6_2', 'text_6_3', 'text_6_4'], 
 ['Header7', 'text_7_0', 'text_7_1', 'text_7_2', 'text_7_3', 'text_7_4'], 
 ['Header8', 'text_8_0', 'text_8_1', 'text_8_2', 'text_8_3', 'text_8_4'], 
 ['Header9', 'text_9_0', 'text_9_1', 'text_9_2', 'text_9_3', 'text_9_4']]
Transposed it looks like:
[('Header0', 'Header1', 'Header2', 'Header3', 'Header4', 'Header5', 'Header6', 'Header7', 'Header8', 'Header9'), 
 ('text_0_0', 'text_1_0', 'text_2_0', 'text_3_0', 'text_4_0', 'text_5_0', 'text_6_0', 'text_7_0', 'text_8_0', 'text_9_0'), 
 ('text_0_1', 'text_1_1', 'text_2_1', 'text_3_1', 'text_4_1', 'text_5_1', 'text_6_1', 'text_7_1', 'text_8_1', 'text_9_1'), 
 ('text_0_2', 'text_1_2', 'text_2_2', 'text_3_2', 'text_4_2', 'text_5_2', 'text_6_2', 'text_7_2', 'text_8_2', 'text_9_2'), 
 ('text_0_3', 'text_1_3', 'text_2_3', 'text_3_3', 'text_4_3', 'text_5_3', 'text_6_3', 'text_7_3', 'text_8_3', 'text_9_3'), 
 ('text_0_4', 'text_1_4', 'text_2_4', 'text_3_4', 'text_4_4', 'text_5_4', 'text_6_4', 'text_7_4', 'text_8_4', 'text_9_4')]