Yes, as long as your clients have unlimited full-size individual image download permissions on your gallery, and as long as their unlimited downloads do not have watermarks enabled for them, they will also be given the option to download all of their selected favorites from within their gallery.
You can give your clients unlimited individual image download permissions by doing the following:
Setting It Up
From the main menu, click Photos » Galleries.
Click on the name of your gallery and scroll down to the Permissions area.
Add your client's email address to the Permission to Download Individual Images section.
Make sure the Restrict Downloads to Specific Categories box is left unchecked.
Size needs to be set to Full Size.
From the Qty selection dropbox, select the No Download Limit option.
Leave the Apply Watermark box unchecked.
Click Save.
How Your Clients Will See It
When your client logs into their gallery using one of the email addresses set up with the download permissions described above, they can follow these steps to download the images they've added to their favorites:
In the upper right corner of their gallery they can click on the heart-shaped Go To Favorites icon.
At the top of the Favorites page they can then click on the Download All Favorites button.
On the resulting pop-up box, click the START button to get the process started. After the Start button has been pressed, an email containing a link to download their favorites will be sent.