This is not quite 1 click but it is not many ...and scales easily.
Personally in my workflows I set it up so all the output datasets I want to download are automatically tagged with something like 'export' .
When I periodically want to download all these tagged datasets (even if they are distributed across multiple histories) :-
1 create a new history which is temporarily used to copy all datasets for downloading in a single step.
2 go to 'user' (at top of screen in black)> 'saved datasets'. Then use Advanced Search to identify the datasets I want using the tag (and name if necessary) . Check-box the files I want then click 'copy to current history' button at the bottom of the page.
3 goto the current history ( the one created in step one) then select history options> export to file.
4 delete temp history.
Even if your datasets do not have a tag on them you can select them by name using the search, if all the files you are after have a common string, on the 'saved datasets' screen
This works for me. Thanks Guy