This is the way it works. There is noise on every point you sample no matter what your sampling rate it. SNR drops according to how much 'time' you sample, not how many points. 10,000 points in 100 ms should give you close to the same SNR as 5,000 in 100 ms but 10,000 points in 200 ms will improve SNR by sqrt(2).
Randall Pursley