any reason why a folder/directory can not be downloaded just like an .mp3 file can be downloaded?
A file is just a large block of data and all operating systems think about it that way. You can read the file, byte by byte, you can send it somewhere, download it and read the same bytes. It's physical data.
Sending a file is like placing a picture into someone's hands.
A directory, on the other hand, the way it's represented in the filesystem, does not contain any real data, it's a list of instructions on where to find the files and what their names are. (Note that this is still very simplified AND different OSes store the lists differently, so we're talking about many layers of incompatibility.)
Sending a directory would be like telling someone that there's a bunch of pictures at your house in a drawer.
Okay, you say, so let's send the virtual list of filenames and locations, and then immediately send the actual physical files one by one. Right?
Right! That exactly what file archives like tar, zip, or dmg do. They contain a list of files with some metadata, and the actual file contents (sometimes even compressed to save space), and they provide a standardized way of recreating the files and directories inside them in the receiver's filesystem.
