it looks like all your photos are licensed CC BY-NC and are hosted the AWS Open Data bucket. but if they weren’t, you would have wanted to be careful of how much data you download, to stay within recommended limits. every “original” sized photo is roughly 2MB. so with thousands of observations, you’re dealing with at least 10s of GBs.
for future folks who are reading this and have not licensed your photos (or if iNat is no longer participating in the the AWS Open Data program), you will want to extra observant of the limits because your photos are not hosted in the AWS Open Data bucket.