If you are using the Photoroom Web App, your browser may ask you to save every image in a batch individually. This sometimes happens with older browsers or browsers that have been set to prevent multiple downloads at the same time.
To be able to save a batch, you need to set your browser to allow multiple files to download. This is sometimes called concurrent downloading. For instructions, search online for articles or videos that explain how to allow automatic downloads of successive files. The official documentation for the browser or the browser's user communities will usually be able to help you.