It's not possible at the moment:
Note: We only currently support downloading an artifact from the GitHub UI by zipping all the files together (this is independent of how the artifact gets uploaded). If you upload an individual file, in the UI the artifact will still present itself as a Zip because that is currently only what we support. We have plans in our roadmap to offer a more enhanced artifact UI experience that will allow you to browse and download individual files from an artifact. No ETA on when that might arrive, but it is something that we really really want to enhance.
https://github.com/actions/upload-artifact/issues/3#issuecomment-598820814
This is a limitation of our APIs and our UI, some of my earlier comments go into more details #39 (comment) and #39 (comment)
If you also look at our public api to download an artifact, you'll notice that we currently require a zip :archive_format: https://developer.github.com/v3/actions/artifacts/#download-an-artifact and that is what effectively is being used when you click to download an artifact. Ideally we should have options that let get the raw contents of whatever was uploaded without any archiving format, but we currently don't have any solutions disappointed
https://github.com/actions/upload-artifact/issues/109#issuecomment-671853296