No, there doesn't appear to be an option to do that.
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Not sure if this is the best sub-forum to place this but I give it a try.
Chess.com have in the library their collection of annotated games, it is more than a 1000 games by now:
https://www.chess.com/library/collections/game-of-the-day-4FX9kRVg
Is there any way to download this collection other than one-by-one? Perhaps via some (external) tool or perhaps someone has downloaded them for himself already? Did a bit of googling but found nothing. Many thanks!
Note: I do not have a chess.com premium membership (in case this would allow to DL the whole collection in one go).