Currently the only download option for wikidata in json format is a single gzipped file (see e.g. the files under https://dumps.wikimedia.org/wikidatawiki/entities/), which is 5.4 GB, compressed.
This makes it hard to reliably get it all, or to get just a subset, or to obtain in parallel, or to mirror on other infrastructures which are designed to facilitate highly parallel downloads (e.g. clusters). In addition, 5.4 GB is too large to easily get into Amazon s3, which has a 5 GB limit for many of the most convenient forms of upload.
Note that e.g. the enwiki downloads are split into up to 182 pieces, which makes it much easier to process.