If you would like to request that Wyze add this feature, that is handled thru a new topic post in the Wishlist. Go to the Wishlist, search the topics for one that matches your request. If you find one, vote for it at the top, like 
some posts, and add your reply post to support the request. If you do not find a match, submit a new topic for approval.
In your search, you may find that the Wishlist topic Download selected (or all) events (bulk download) meets your request needs.