You can download multiple documents at a time from the Documents side-tab of a student record by clicking Options > Export Documents.
However, it will only work if the filename has a file extension on it. For example, the 2021 report card will export because it ends in the .pdf file extension. The 2022 report card will not.
How to fix this? You can either rename the file to add the file extension--
--or you can omit the files you don't want to export. Just check the document, then click Options > Omit Selected. This will not delete the document, it will just temporarily hide it.
When all filenames have an extension, like below, you can then export the documents.
If you want to restore the files you have omitted, select the All Records filter: