I think it would be best to follow practices by companies like Google:
Upon selecting multiple files in Drive, Google converts that selection into a ZIP. I imagine this could technically be done via a custom API Connector call… a quick search led me to one example of an available API that allows you to submit a list of files to convert: https://developers.zamzar.com/docs#section-Getting_Started
In one of my apps, I simply created a repeating group with HTML links that look like:
Notice the ‘download’ text after the href. This triggers an immediate download instead of opening in a new tab. Ideally, Bubble would allow you to append this ‘download’ text to a Bubble-native link/href so that you could run a workflow on a list and just tell the person’s browser to repeatedly ‘Navigate to new page’ and auto-download whatever file is currently in the queue.