I'm not aware of a command line tool that does this.
Tools directory, there is the
fetch_file.py script, but that seems to be for serial connections. Since PX4 starts a mavlink instance on the serial port by default, that script won't work.
There is also the
mavlink_ulog_streaming.py script, but I don't think that will download already completed logs.
You could write a script yourself that uses the
LOG_REQUEST_DATA mavlink messages and contribute it. I'm sure it would be welcome.