You can use PowerShell to download all of your PBI reports in a workspace all at once without having to go through the PBI service UI one at a time. As an added bonus, you may notice that downloading a report with PowerShell is faster that downloading it through the PBI Service UI.
This script is useful for admins to take backups of reports deployed to PBI Service. It can be easily extended to loop through all/several workspaces. It is also useful for developers to take a backup of their report before publishing a new version.
Click through for the script.