MusicBee probably handles large libraries better than most programs. There are people with libraries over 100,000 tracks. 20,000 won't be a problem.
Usually the problem you have described happens when one of the tracks you're trying to import is corrupt or not 100% compliant with the specifications for that codec. Try importing your 4,000 tracks in smaller lots until you can work out which one is causing MusicBee to get stuck.
Bee excellent to each other...