I would do it like this:

awk ‘{ a[FNR] = sprintf(“%s\t%s”, a[FNR], $1)
if (m < FNR) m = FNR }
END { for (i=1; i <= m; i++) print a[i] }’ UE*.dat | tee UE_all.dat

This will give you all the first fields of all thirty files on there own line number.

This solution looks very much like https://stackoverflow.com/users/3337836/isosceleswheel suggested.

Note that this works for files having the same line count; if the files differ, and the numbers from each must be in their corresponding column, you must make some minor changes.