How can I stop ZIP files from being deleted during iCloud photo download?

I'm trying to download my photos off of iCloud. I can select multiple photos, press the download button, and the download starts. Sometimes, after the download finishes, the .zip file is deleted on my computer and the download starts again. And this continues until I cancel the download. I have successfully downloaded .zip files of my photos before. This behavior is seeemingly random. Any ideas?