Why can't I transfer save files from online to system storage without having the game downloaded on the console?

I'm trying to clear up some space in my online storage by removing older games that I no longer play, but I have no way of transferring the files to system storage or USB without re-downloading the game on the console.

I keep getting this message: "Cannot download. The application for this saved data is not installed."

I transferred all of my save files from system storage to online storage last year when I traded my PS4 for the Pro, and I can't imagine why I'm being forced to download multiple 40-60GB games just to transfer save files out of it. My internet isn't that great and each big download takes 4-7 hours.

Is there another way around this?