I've had it on my to-do list for a while to add a "download as PDF" and "download as Epub" button to sequence-pages, but I haven't gotten around to it, and it's not super high on the priority list, though if enough people want that, it's likely to happen faster.
I just checked the WebToEpub parser on the sequence page and the default parser does a fairly decent job of this. Simply copy the first link from the sequence and put it in the "URL of first chapter" link.
then, on the second page, uncheck the 3 irrelevant links and click pack epub. It's not perfect but it correctly creates a table of contents, does a decent job of formatting, and pulls in only the articles not the comments.