When I log to my S3 console I am unable to download multiple selected files (the WebUI allows downloads only when one file is selected):
https://console
Also you could use the --include "filename" many times in a single command with each time including a different filename within the double quotes, e.g.
--include "filename"
aws s3 mycommand --include "file1" --include "file2"
It will save your time rather than repeating the command to download one file at a time.