I do not believe they provided a download mechanism. The tree is hierarchical, and html with hyperlinks to lower levels with color coding was an efficient way for ISOGG to create and maintain the information. They are continuously updating it with new information and maintain a yearly snapshot of the tree, so they may not want people downloading copies that will quickly become out of date.
If you still want to download it, there are two possibilities:
Contact Ray Banks, who is the contact person for the ISOGG Y-DNA Haplogroup Tree. The link to contact him is displayed prominently on all the ISOGG Y-DNA Tree pages, so he wants to be contacted. Tell him what you are trying to do, and he may give you ulterior suggestions or maybe he'll just tell you how you can download the entire tree.