I believe it is a VERY bad that the ability to download your product images in mass is NOT available.
Easy feature to add but unfortunately shopify are not here obviously to assist their customers but to make their slice is their priority
I've just worked out a solution based on this post and saved it in the following gist for anyone else to use. Very simple to implement.
Check it out here: https://gist.github.com/richard-DigitalCake/caf07b8592bad55aeba85fba950b8138
Hope it helps.