I have heard that in some Purana this is mentioned (I don’t know which Purana). Once Narada had the same doubt. So, he decided to visit the homes of every one of Krishna’s 16K+ wives on a whirlwind tour without giving any advance notice.

He knocked at one of the doors; there Krishna and his wife were there; Krishna was doing Sandhya Vandhanam when Narada visited. The couple received him with respect and offered refreshments. Narada then instantly traveled to another house of Krishna’s wives and there Krishna was very much there, eating breakfast! When Narada instantly traveled to the 3rd house, Krishna was there, playing with his child!

Now Narada understood. Is it a big deal for Krishna to take thousands of forms and be with each of his wives simultaneously?

Another point of view — given by Amma:

Satguru Mata Amritanandamayi in her satsang on 4/4/18 incidentally talked about the same subject and her explanation was briefly in the following lines:

• The love Gopis had on Krishna was not a mere man-woman love. It is the attraction towards the divinity of Krishna — attraction of jivatmas to the Paramatma. Krishna was a chitta chora (stealer of the hearts) of the Gopis, through his act of stealing butter. He stole the butter to feed the poor cowherd boys and in that process, made the hearts of Gopis to long for him by always thinking about him — “Will Krishna come to my house and steal butter?” Thus he killed two birds in one stone.
• Like Christian Kanya Sthrees (nuns) who remain unmarried in life in order to lead a spiritual life of prayer, service and sacrifice saying that they are wedded to Jesus Christ, the umpteen wives of Krishna too were in a similar mental make up of dedicating their lives to God by symbolically being the wives of Krishna.
• Even assuming that Krishna was really wedded to thousands of wives, it only shows his divinity and greatness because ordinary people cannot even manage to live in peace with just one wife!