But modern browsers do have this feature, don't they? I can do this on Chrome and Firefox, at least.
I use DownThemAll on firefox.
The main feature I use it for is queueing multiple downloads, which I don't believe either chrome or firefox offers out of the box.
Highly useful when downloading from archive.org or other sites which block multiple concurrent downloads.
Seems way less suspicious than jdownloader to me.
Say a website links to 20 images and a dozen mp3s (and other files not in your interest). How would you without an extension like DownThemAll grab these files all at once?