I guess if you don't want to implement a custom feature to meet your needs then you'll have to explore other options. You could potentially clone the existing shared files feature and modify it your specific needs.
To me this is a specialized need and a problematic thing to implement and make reliable for all mojoPortal users, it could cause very high loads on the server and high memory consumption to have to execute server side code to zip up lots of files into one for download and if we store it temporarily on disk we have to keep track of it and clean it up afterwards or disk consumption could get out of control. If the files are large it could very easily choke the server and in shared hosting which is the kind of hosting the vast majority of mojoPortal users have it would be limited by low available memory and reaching the memory limit on the application pool causes the app to recycle which is a real performance killer. It would be very error prone and would likely reflect poorly on mojoPortal in addition to being a big support problem that would be reported often. There would be request timeouts and lots of other kinds of errors likely with a solution like this.
If the files were small it could be manageable but limiting the size of the files would also be something we don't want to do because lots of people use it for large files.
So, my advice would be either implement a custom solution, or package your files into pre-zipped packages that have the likely combinations of files that someone would want to download at once.
Best,
Joe