I, too, have wished for a feature like the one you described. Having to go through page after page of a players archived games is a bit tedious.
Surely this could be implemented without much trouble, couldn't it? ("And don't call me Shirley!!") After all, we can download all of our own games in one fell swoop.
The pgn download implementation is clunky. I'd like the ability to download all of the prior games of an opponent at once. That way I can easily put the games in a database, create a dossier, and play the opening that my opponent has the most difficulty against. Researching one's opponents is a central element of the appeal of turn-based/correspondence chess. This site will be better (it is already one of the best) if it facilitates this process more readily.
This improvement is one of very few areas where competitive chess sites maintain an edge over Chess.com. Become the best!!