Yeah I also thought being able to download the whole game would be great. (Like Big Aspirations, for example.)
Because now you simply download the code & text in one HTML file which links to all other content being hosted on some online platforms (in this case, music and pictures).
But Twine (the engine used for this game) also supports linking to content on the local storage. In other words, the developer of this game can also bundle all resources together as a zip and we can download it and can, yeah, store it on our devices, use it offline, view the pics, help improving it, etc.
The only downside with this is that with mobile browsers it usually doesn’t work because the game inside the browser has no permission to access the file system. On desktop, it works perfectly well =)