Actually there is.
Highlight any item in the Download helper list, Right Click > select all > Right Click > view in main list.
That lists everything in the download helper in the Main CM Window.
Click the save button and call it download list or similar, clear the Download helper, close CM and reboot.
Start CM again click on the Download list Tab or whatever you called it, if it's not already loaded, then right click > select all and either drag to Download Helper or right click > Download.
Edit: Just to add, I think everyone gets caught out with this on their first FCT.