Autovacuum to prevent wrap around kicks in on those table, I was actually wondering if this is somehow related to autovacuum_multixact_freeze_max_age parameter and how. That behavior should be referred to row locking on multiple transaction but this database is still static and not accessible yet, meaning there shouldn't be row level concurrency. For completeness, the load for each table is executed by 40 parallel sessions running the copy command.
I would think 40 parallel sessions loading data would exactly trigger multixact, if you have foreign key constraints in place at the time. Each parent row has be locked by each parallel session, to make sure the parent row doesn't go away (or have the key changed) while the child insert is happening.