From the order view in the sales report you already can see the images ordered, it would make a lot of sense to allow the admin to either select all or some of the images to deliver an archive of the images to the client. Currently there a few time consuming work arounds that are just patches. If I don't need to go to Lightroom to edit my images then I should be able to just deliver the images from Zenfolio with out having to jump through hoops.
One way: from the order report, select and download an archive for delivery to client via Dropbox or other cloud storage.
Second way: give the admin the capability to quickly create a download gallery from the order report so the client can download themselves.
Third way: add a setting to the gallery settings to allowed download of ordered images.