I know I had asked about this back in the pre-membership days and they didn't want to do it because it basically means there are two copies on the server, which means it needs to be twice as big.
But depending on how the server is set up, it seems to me like there might be a way to re-zip the zips into a single zip on the fly. Or maybe set up a javascript link that opens all the zips at once.* My big headache is the kits with like twenty sub-zips, I always worry that I've forgotten one or two - I couldn't post my own kit here without doing that, so I didn't post it
My browser (Safari, Mac-only) automatically unzips what I download, I bet that Firefox would do it too. Plus it blocks popup windows!
~~Non techies please ignore the rest of this post, it'll be gibberish~~
*SBB web gurus, I this this could be relatively straightforward given that this is a php site, pseudocoded like:
-put all links from the variable that has the main posting in an array
-if it ends in .zip, add it to a javascript link that opens each in a separate new window
You still get a bunch of new windows and zips but you don't have to worry about missing a link or two. Some kind of rezipper would be even better, like ImageMagick but for zips instead. Given you're on a Linux server I'm sure if some bored hacker hasn't written it yet you could find one who would

ETA: Actually, I think it might even save effort for the server to have a single thread for downloading everything instead of multiple threads for downloading each piece. Essentially it would be forcing serial instead of parallel downloading.