Rather than downloading all files inside of a TitanFile message individually, you can download all files at once by hovering over to the right of the message, and clicking Download all button.
You'll then see a pop up that asks you if you'd like to download all files individually, or in a Zip archive.
If you click the Individually option, the download will begin and all files will be downloaded separately into your default downloads folder.
If you click the Zip option, a Zip file that contains all of the files will be downloaded.
Try both to see which one works best for you.