Unfortunately, there is no option for this, as this is pretty much impossible to develop for any site with a large database of products.
Another option what a lot of members find useful (and closest to your request) is to save all the products to a list you have created. Once you have all the products on that list, you can then go to that list and download as many products as you want all from one page.
A tip is too, you can save any products to a list without actually going to the download page. This can be done by saving them when searching or in any category, simply by using the “+” icon found at the right bottom of every thumbnail.
I hope this has help, Jeff.
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