You should be able to export from Lr CC.
Select all the thumbnails in an album and from the menu choose:
File >> Save to
Select jpeg and file size. Small is OK for sending by email or you can choose full size. Otherwise choose custom to create your own resolution (width & height)
Choose a location e.g. desktop or a named folder and then click save.
When the progress bar (top-left) completes go to your folder.
Yes at present you can only download one photo at a time when viewing an enlarged image in the browser or as you say share an album as a link with downloads enabled or as a portfolio.
You could make a feature request for a future update of the web app by going to this link:
Will do, thanks!