WPML Media won't actually duplicate media FILES, it will create a separate record of that media in the database, so that it won't take hosting storage space.
If you want to remove that, too, please take a look over the solution presented in the following two tickets below:
I know and I understand that you see multiple versions of the same image, visually, but even if you see them visually, it doesn't mean that there are multiple FILES, no, they are existing just as ENTRIES in the database/
But if you don't like that, you can remove them as explained in the 2 tickets I shared above.
Some people are concerned about not having duplicates that will take up more space on their hosting/server, so that's not the case. They don't exist as actual files, only as different entries in the database so that WPML will know which one is which, for which language.
So you will see a version for each of the languages that were set up when that image was added.
I understand and already knew that they don't occupy space, however, it is currently 4000 files (database), and I'm about to upload 4 times as much, it's just a mess altogether, Why do I need to see all these duplicates?
Unfortunately, I can't separate them by changing the languages as you suggested above.
