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That's on the requested feature list ... sigh ... I change my html pages all the time and would love to download them and do a link check. I have over 400 html pages. No way am I going to download them one at a time.
I am still new to MC, but thought you may want to know that you can do this in a round about way if you use Firefox.
1. Install an extension to Firefox that allows downloading of all links on a page. I use Down Them All which I think can be found on the Firefox extensions page.
2. Go to the folder you want to get all of the files or images from and activate Down Them All.
3. Select your destination folder, masking of file types, etc. and let it rip.
Disclaimer: I have only tested this so far on a button theme I wanted to get all of the original files for so I can edit the theme and it worked flawlessly. I assume it will work anywhere in the File Manager since they give links and that is what Down Them All keys in on.
Best of all it's free....