Thanks for reaching out on the Community about this. I'm happy to give you a couple options other than downloading your product images one by one.
First of all, there is a free Chrome Extension called Tab Save that you can use to download all of your product images. If you decide to go with this option, here are the steps to use it:
Another option would be to use an app from the Shopify App Store to help you download your product images. One app option is Mega Media Exporter, which helps you export all product images. Another potential option is Store Images Management.
If you are exporting product images to create backups, make sure to check out our Backups and duplication help document. It's good practice to routinely download backups of the content in your store.
Let me know how this goes, and which option works best for you!