As stated here (https://docs.mendix.com/refguide/transient-objects-garbage-collecting#4-2-detecting-requests-with-large-state), you can change the threshold with this custom setting: com.mendix.webui.StateSizeWarningThreshold. How to apply a custom setting is described here: https://docs.mendix.com/refguide/custom-settings.

However, I suggest you read carefully about large request states as you seem to have several thousand objects in your request state to avoid running into performance issues by sending back and forth huge amounts of data, or even have an undetected memory leak. The threshold is meant as a warning, it will not limit the amount of objects in your request state.