Despite significant progress in the field of mathematical runtime analysis of multi-objective evolutionary algorithms (MOEAs), the performance of MOEAs on discrete many-objective problems is little understood. In particular, the few existing bounds for the SEMO, global SEMO, and SMS-EMOA algorithms on classic benchmarks are all roughly quadratic in the size of the Pareto front. In this work, we prove near-tight runtime guarantees for these three algorithms on the four most common benchmark problems OneMinMax, CountingOnesCountingZeros, LeadingOnesTrailingZeros, and OneJumpZeroJump, and this for arbitrary numbers of objectives. Our bounds depend only linearly on the Pareto front size, showing that these MOEAs on these benchmarks cope much better with many objectives than what previous works suggested. Our bounds are tight apart from small polynomial factors in the number of objectives and length of bitstrings. This is the first time that such tight bounds are proven for many-objective uses of these MOEAs. While it is known that such results cannot hold for the NSGA-II, we do show that our bounds, via a recent structural result, transfer to the NSGA-III algorithm.