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I think if you are on PC. But on Mac with the Photos App

Cmd+A > File > Export Unmodified Originals

There is no straight way to download photos from iCloud to Mac.

The comment you're replying to just gave one, I did it recently for 70k photos. select all > export. That's it. It just took 30 hours.

Photos > Settings > iCloud > Download Originals to this Mac.