Download all files in a directory (without index): file names in increasing numbers
curl can do this automatically for you (see the beginning of man curl for more details about this):

curl -O https://c.m.com/r*/p*/R*/5*/5*/2*/O*/images/page[0000-9999].svgz


PS: This assumes you will expand r*/p*/R*/5*/5*/2*/O*/ before running curl,