Fans don't usually use much power compared to e.g. hard drives not to mention video cards. It's perfectly OK to connect them all to a single molex. Actually, that's what those front panel fan controllers do, split one 12V molex up to half a dozen fans or even more.
Further, gaming oriented power supplies only have one single 12V rail, the multitude of cables and connectors is just for reaching every device within the case.