The game's only 9 GB. That's small compared to some others I've played. Out of Touch is 19GB for instance.
Splitting the download also wouldn't change much since you'd still have to download and play Part 1 first, then do the same for Part 2, and then finally Part 3. All you're really doing is delaying downloading the full game. If you're worried about turning off your PC and thus losing the download then instead of turning it off, put it into sleep mode with all your windows open. Or start the download, pause it before turning off your PC, then you can SOMETIMES continue it when you boot it back up. Make sure you aren't in Incognito or anything tho so it actually saves the download. It's also usually better to download it all in one go anyways as that's more consistent. If your concern is that it takes too long, then start the download before work, put PC to sleep, go to work, and when you get back it should hopefully be done.
Only real reason to split a download on Itchio is if you hit the file size limit. Which Out of Touch and Companion of Darkness both reached. Out of Touch, I believe applied for more space and got it. While CoD split the download in half between a season 1 and season 2. So maybe that's something Cosy Cafe will have to do later. Some games avoid the limit entirely by doing external downloads from Mediafire or MEGA, but that comes with their own caveats. Mediafire has ads that are suspicious as hell (fake download buttons) and MEGA only lets you download 5GB then it wants you to wait 6 hours for another 5GB, it also wants you to download and use their app, BUT it DOES save downloads so long as you pause them before closing it so that's a plus.
Storage space is also a valid concern which I, fortunately, fixed before the price of SSDs skyrocketed. Literally, a month or two after I bought a 1TB drive for ~$100 it tripled in price. So I guess that's ALSO a valid reason to split downloads. But just delete a game or two or store Cosy Cafe on a flashdrive or something. All of which are easier options than deciding to download and deal with an emulator JUST so you don't have to download 9GB.