Q. Is it possible to download an entire month's journal (e.g. the June issue of Harvard Business Review) at one time, rather than downloading individual

Sadly, no, though it would be a great feature! EBSCO eBooks are the only items of which you can download complete copies, and those only for check out. I am guessing that EBSCO would probably be violating licensing agreements with the publishers of theses journals if they were to allow that. You have already cleverly figured out the way around it.