Yes, well, I don't think a download cart would be of much use to most e-ink devices anyway. The most likely method to implement the cart you're requesting is to put all the selected books in a single zip archive which you can download when you check out. I'm not sure if the Kindle would know how to handle a bunch of MOBI files inside a ZIP file or if it even has enough processing power and memory to handle such a task. My PRS-350 hanged while viewing a catalog of my library created with Calibre (700KB ncx file).
If not that, then another possible option would be to use the Send-to-Kindle E-mail feature.
That said, a download all feature is something that should be implemented on the reader/client and not the server (at least for ebooks). I realize this is quite difficult to implement for normal websites which often have complex layouts and links but I think OPDS, with its clearly defined mime-types, should be doable even with the feeble hardware found on most e-ink readers.