If you have configured Configure an S3 compatible object storage provider for uploads and moved your local uploads to S3, then your uploads are there. They aren’t backed up because it’s assumed that S3 is backed up and downloading them is expensive and usually unneccesary.
If you need to get them off of S3 (like if you’re hosted on discourse.org and are moving to some other hosting) then you need a backup that includes the files stored on S3.
Why do you want to download your files from S3?
Yes, it looks like it’s failing to download the files from S3. My guess is that it downloaded none of them, though it’s possbible that your disk is full, maybe (I’d expect a disk full error, but maybe not?).