The games page here had not been updated in over a year. Previously the pgn files provided included most games on the site, but far from all, and there was no easy way to generate a full compilation.
The new page provides comprehensive and fully up-to-date pgn files for the entire site. The files will be updated regularly.
The new system has several features that will only interest those who are interested in strict chess historical accuracy. That group definitely forms a small minority of all chess enthusiasts, so please refer to the games page linked above for details.