The only way to export from Squarespace is a Wordpress format XML file.
If all you are trying to do is recover the downloadable files from your Squarespace site rather than migrate to Wordpress this will involve lot of unnecessary time and effort.
This package takes the XML export and produces a dataframe of downloadable links for either site images or uploaded files.
You can then download the files from the links at your leisure.
Read the wiki on the GitHub repo for details.