I would love to have the option to download all the videos available to me at once. It could be broken down by workout category (cycling, strength, yoga, etc.) to limit stress on your servers, as well. Clicking each video individually is tedious and Couchlandrian. This would be useful in both the desktop and mobile application (especially if Sufferlandrians are forced to pay for their mobile data, making WiFi the clear choice).
Recognizing there could be a concern with sudden spikes of bandwidth on your content servers, the bandwidth could be throttled as appropriate to support downloading for many users.
The videos should also be available across accounts on the same computer, as well! Sharing between authorized subscription holders is caring, after all.