You never know what’s going to be pulled down from your favorite social media sites. That means, if the show is removed, you wouldn’t have any way to access it. If you’ve already downloaded that information, however, you’ll be able to pull it back up and watch it over and over again, however frequently you want. You don’t have to worry about whether it’s going to still be available on the social media site you use when you go back to it.
If you want to download as videos itself, you can use other free tools like Free Youtube Download to download all videos with a single click. Please be careful while installing this tool as it optionally installs a browser toolbar and modifies search preferences. So please make sure you read and uncheck the optional checkboxes while installing to avoid surprises in your browser.