I like to keep a backup of any DRM free games on a local drive, less because I intend to play every single one of them, and more because data hoarding is the only joy I have left that doesn't cause me pain.

usually, anyway.

I hurt myself to add every game to my account thinking, somehow, that there would then be a way to then download them one by one automatically in the background. As far as I can tell, I was wrong, but I'm hoping I missed something.

For reference, I would prefer if it could download each package into a unique subdirectory, as many of the games just have you download "game.zip" or "installer.exe" from the download page.

I’m doing what you’re trying to do - but manually. Here are some pieces of advice I could offer:

• Download the games in the order you bought them in. If you start with your favorites you’ll always have to double-check.
• You could skip games you have played and know you’ll never find the time to play again. Or those games you “always wanted to try” but didn’t find the time for in over a year. (But keep bookmarks for those, so it won’t be a headache later.)
• You can download onto a different drive than the one you will do the archiving on to reduce fragmentation.
• Keep the game files in dedicated folders for each individual game. If you’re using several sites to buy games from, maybe have an itch.io folder at the higher level.
• Depending on your setup you could keep the .exe installers in compressed form, so your antivirus doesn’t have to scan all of them when you’re browsing.
• Pace yourself. Unless you’re on some kind of deadline, this doesn’t have to be done in a single day. Downloading installers is something that can be comfortably done in-between other activities.

If it’s any consolation, it’s actually not that much work when you do your archival from the very beginning of an account, so it won’t be that much of a process in the future.