Thanks to all of the answers, at the end it seems that currently there's no way to disable the transactions + pipe-lining in the typical database clients (pgadmin4, dbevaver), so I resorted to use the command line for postgres reindex.
I converted the reindex queries to this:
reindexdb -v --concurrently -d alx -i public."l2016mgix"
reindexdb -v --concurrently -d alx -i public."l2017dhix"
With the added benefit that with the -v, I get a small duration report after each reindex has been done.