Did anybody answer your question? I'd love to be able to do this too!
Sorry, I don't know of anything in Moodle for downloading all the feedback files at one time for an assignment, but you can do it with Firefox and an add-on called, Down Them All.
I've been using it for years and it works great based on filtering everything on the grading page. I use a naming convention of UserNameFeedbackFile.txt (doesn't have to be txt) which allows me to filter for *FeebackFile.* and I can download them all at one time.
I use to do the same thing for student submissions back before the capability was added for downloading all of them at one time from within Moodle.