Downloading Documents In Sharepoint. Administrators can restrict the user from downloading or printing the documents from the SPO document library. Go to Site permissionsAdvanced permission settingsin the site permissions page click Permission Levels Add a Permission Level create a new permission level having the following permissions.

You do not need to add the downloadaspx in the end of URL. The most straightforward way would be to open the top level site in File Explorer and just start downloading. I just tested with below formula in IE.
In order to facilitate offline work SharePoint includes the ability to download documents to work locally.
SharePoint document libraries can also be saved to your computer for offline use. 1In the SharePoint site create a new permission level which doesnt have the Download button from the library. If you want to automatically open files from Sharepoint to be worked in and saved back up to SP within the browser youll need to use a different browser like IE. In Internet Explorer pick a top level folder on the right click on All Documents and View in File Explorer.