JP, a couple things here. F5's sizing in terms of XenApp / XenDesktop is predominantly user-centric. Regardless of how many streams, applications or connections a user establishes; they still count as a single concurrent user.
In the example of 10,000 users, this is the maximum capability of a BIG-IP 4200v which supports up to 10,000 concurrent users and 10M concurrent connections. If each user was leveraging multi-stream ICA with 4 channels per application and say they had 5 applications open, that's only 200k active connections out of the 10M capacity; well under the connection management limits.
For deployments larger than 10K users the BIG-IP platforms scale up to support additional user volumes as your environment requires; for example 60K users on a 10200v or up to 200K users on Viprion 4800.