It sounds really weird that instead of making a separate utility, or allowing you to download iCloud Photos in the native Photos application on Mac, Apple requires you to go through a legal procedure.
I'm OK with clicking a button to download all photos to Mac, but there is no such button. Or maybe there was one previously, but it has now disappeared.
> or allowing you to download iCloud Photos in the native Photos application on Mac
Here’s the official documentation page for exporting directly using Photos for Mac without syncing everything locally: https://support.apple.com/guide/photos/download-photos-to-yo...
You can also choose to sync all photos locally with Photos for Mac by setting “Download Originals to this Mac” as described on this page which is what I do to keep a local copy: https://support.apple.com/guide/photos/photos-settings-pht51...
If your Mac doesn’t have enough space, export them to a USB hard drive or if you’re using the download originals option, first move your library location to the USB drive as also described on the link above.