Place multiple files in a grid like InDesign

A method that worked for me is to combine all file objects using Acrobat into a single document and open it using Illustrator. This is useful when the original or relative image sizes are important. Opening a multipage PDF document using Illustrator will prompt you with the options to import all pages or a specific range. Note that placing it will not give you the options for all pages or a page range. 

Another method is to simply use InDesign for the import process and to gridify the entire set. Then, copy the grid set from InDesign and paste it to Illustrator. Note that some effects may not be compatible with this method. So, if you get the warning, be sure to check the pasted images carefully for any unacceptable changes and replace those as needed with the regular Place method.

To create a grid of multiple objects using InDesign, press Ctrl+D (Cmd+D on a Mac), select and "Open" all of the files simultaneously, drag a rectangle for the total grid area, before releasing the mouse button, tap the right-arrow key to add columns and the up-arrow key to add rows. The opposing left- and down-arrow keys will remove the columns and rows, respectively. Once you release the mouse button, objects for all of the selected files will be sized to fit within each grid cell. Lastly, with the entire grid still selected, copy, switch to Ilustrator, and paste. Voila!

Do you need something like a contact sheet for illustrator? Or more a files to artboard 'thing'?

Here is the link for posting a feature request for the Illustrator team:

Adobe Illustrator Feedback

You'll be able to track the request, vote on other requests, and search to see what has been requested.