Add multiple sections, settings and controls at once to the Customizer

I suppose you didn’t pass $wp_customize properly. I’d do this:

1. Create a setting e.x. section_number which determine user’s choice
2. Put the code to the customizer.php

customizer.php

add_action('customize_register', 'my_customizer');
function my_customizer($wp_customize){
   $section_number = get_theme_mod('section_number', 0);
   for($i = 0; $i <= $section_number; $i++) {
     $wp_customize->add_section( 
       'slider_'.$i, 
             array(
                 'title'       => __( 'Slider '.$slider, 'Kraftzwerg' ),
                 'capability'  => 'edit_theme_options',
                 'panel'       => 'slider'
             ) 
     );
}

Should work. Note that your sections won’t appear if you won’t attach any setting to it