It would be great if the feature to export multiple files were developed. From page http://connect.garmin.com/modern/activities, mark the ones I need, and save them to one directory. The same way as we can do for every workout.
Yes! This is the single feature that I miss most of all. My suggestion is to compress the multiple tcx files into a zip archive which will be the file that you get downloaded.
Since I keep my training diary in a different site, I need to export all my activities and today it is unnecessarily cumbersome.