Hi @ANNIETUBBS,
I do not have experience with this specifically but I believe that only way Canvas Studio might support the ability to mass download videos is if your institution is switching to a different video platform and decides that they want to migrate content. This is also probably something that your institution would have to pay for.
A few years ago my institution changed from Knowmia (made by TechSmith) to Canvas Studio and we had the ability to mass download videos for backup purposes.
Another possibility might be using the Canvas Studio API but that is quite complicated. The Canvas Studio API documentation can be found at https://developerdocs.instructure.com/services/studio/api-reference.
-Doug