Why Profiler reports that I use THOUSAND of materials

Are you doing anything with the materials in code?

Every time you get a reference to a material it creates a copy.

E.G

 void Update()
 {    renderer.material.color = Color.red; // Material count will go up by 1 every frame.     
 }

Instead hold a permanent reference to material as a variable

 private Material myMat;
 void Start()
 {
      myMat = renderer.material;
 }
 void Update()
 {    myMat.color = Color.red; // No leaks now
 }

Also you may only have 200 materials however when you start the scene are they being shared across objects or do they all have their own instance of a material?

I do not have any code that works with materials.

When i click on material in Renderer Inspector, Unity say that each object references to material that lie in project folder.

But at the same time profiler reports 2000+ materials in use :(