Some sets do not "reveal" their total number of pages.
For example the set shown here has about 400 pages but only shows some of the
nearest pages to the current page.
On the other hand this set directly shows that it consists of 33 pages.
Flickr Downloader needs this information to enqueue all pages. To work around
this issue for now, if you come across such a case you will need to navigate to
the last page of the set manually and then press "Save all pages"