This is a feature I added to the STACK question type years ago, and it is really useful, and I finally found time to add it to standard Moodle. This is a one-click option to download a single question from the question bank (MDL-63738):
I added this in the preview question window because there are already a lot of icons in the question bank, and I did not want to make that any more cluttered.
I hope you agree with me that this is a nice little feature.
The real reason I am writing is that techncially I coded this too late for it to be included in Moodle 3.6. So, I am hoping that lots of you will go and vote for this issue, to help make the case that they should still add it. Thanks. Please vote for the tracker issue!
(Also, please could another developer peer-review this.)