I would like to add that I published an open source Python package to automate this process using selenium, this is lightning and classic compatible and easy to use in three lines of code. Give it a shot and let me know of any improvements.
You can install the package from Pipy:
pip install force-backup-automator
Then use the following to download your files:
from force-backup-automator import BackupController
backup_instance = BackupController(driver_location='./chromedriver',org_link='ORG MAIN URL',is_headless=0)
backup_instance.download_backups(download_location='TARGET LOCATION',backup_url='ORG URL/lightning/setup/DataManagementExport/home',user_name='USERNAME',password='PASSWORD')
I include here a link to the Pipy package:
Github Repo: https://github.com/stefanzepeda/force-backup-automator
And my blog website with the background and thinking of the package:
The link above is to my blog site, it provides more extensive documentation.