You would think so, but I've been struggling to find one that says it doesn't break up files after 4 GB.
This is likely a limitation of the file system. Specifically, FAT32 has a 4GB limit per file, which aligns with what you're seeing.
To get around this, you could try reformatting your SD card to use exFAT or NTFS.
However, even then, it's possible that a) the camera might not support cards formatted with a different file system, b) it might impose a 4GB limit anyway (for safety), or c) both.
But it's probably worth a shot...!