I think the misunderstanding stems from the browser's "Save As" reference in the description. It is misleading. You use "Save As" to save a single page, not an entire website.
Also, the description lacks a clear explanation of the project's purpose. It would be helpful to include a sentence explaining that the program downloads an entire website, not just a single page.
I highly recommend reading the singlefile source or https://archiveweb.page/ to see how they handle closed shadow DOMs, cross-origin iframes, websockets, media urls, deduping large assets, etc.
Not the same thing, but I made a clone of pg’s website which can be used for exactly that: https://github.com/shawwn/pg
If you want to read all essays, just clone the repo and open any of the .html files. Or any of the .page files which generated them.