It is an open Feature Request in the Chromium bug tracker:

https://issues.chromium.org/issues/40736398

As alternatives, you could:

1. ZIP all files and download the final joined file. If you do it client-side, take into consideration the final file size, as you have browser memory constraints.
2. Start multiple downloads at the same time, but in this case, you might need to manage the download queue and handle errors, as different browsers/versions/user settings might affect how many files can be downloaded simultaneously.