I've never thought to download them. I just mark the videos as favorites and I'm able to locate them again that way. You have a good point about not always being near an internet connection; I think most of us take it for granted that we'll have the option to get online.
I use 4K Video Downloader on the rare occasions that I need to download a YouTube video. It can handle up to 8K in video quality and can download 25 videos at a time. The free version is enough for me.
Thanks for the tip about the 4K Video Downloader, @Raylen. I have often gone back to a YouTube video, only to find that it has been taken down for some reason. It is always best to have a hard copy of something you do not want to lose.