It depends on the change.
It depends on the code organizational structures.
It depends on the consistency of the code.
It depends on the testing setup.
It depends on the experience of the person changing it.
It depends on the sensitivity of the functionality.
It depends on the team structures.
There is however one reason that trumps them all: the actual reason the code was split.
Separating the code of your SQL server, HTTP server, Crypto Library, Framework, Standard Library, from your CRUD code is perfectly fine, and people understand this concept well, and even the most fervent anti-Clean-Code person won't complain about this separation existing.
But there is a good reason we separate those things from our CRUD codebase: it's because they can function separately fine, they're reusable, they're easy to isolate/reproduce problems, and they're at a totally different abstraction level.
The problem is separating code from the same level of abstraction, such as breaking a business logic class into many for mainly aesthetic reasons, such as method/class/module length, or to avoid having comments in the code (again as recommended by Clean Code), things that people are mentioning here in this thread.
EDIT: As someone said above, "20 files with 20 functions each does not cause high cognitive load, if the scope of each file and each function makes sense". In the end it's not the length or the number of methods/classes that matter, but how well separated they are. Having hard rules does not automatically make for good code, and it's often quite the opposite.
It depends on the change. It depends on the code organizational structures. It depends on the consistency of the code. It depends on the testing setup. It depends on the experience of the person changing it. It depends on the sensitivity of the functionality. It depends on the team structures.