It is true that there is a difference between the ways in which all attachments can be downloaded. This has to do with the security you choose when sending the mail with attachments.
When you choose 'basic security' you will see that there is the option to download all the attachments. When you choose 'password security' you will see that this doesn’t appear.
This has to do with the fact that it’s technically very difficult to decrypt files from a packed file (ZIP file) directly into the browser and to offer it to the user. That is why we have decided to do this per file with password security.