Yes, we can. All you have to do is follow the following steps:
- Go to the Mass File Download Tab, and the "Related Files & Attachments" section will be displayed where you'll get the following format as shown in Image.
- Choose the "List Views" in Search mode under the "Related Files & Attachments" section, and select list view accordingly in drop-down.
- All the files and attachments related to that selected List view will be displayed, and you download them.

PS: View Mass File Download, Salesforce file download app on Salesforce AppExchange: https://appexchange.salesforce.com/appxListingDetail?listingId=a0N3A00000EcsAOUAZ