yt-dlp -x -cio "%(playlist_title)s/%(playlist_index)02d-%(title)s.%(ext)s" --parse-metadata "playlist_index:%(track_number)s" --add-metadata --audio-quality 0

No need to thank me, I didn't come up with it. But not only does it download an entire album with good file names, it is faster because it picks the best audio quality available and doesn't convert it.