Apple - How do I convert my Photos library to actual files and folders with no quality loss?

At the end, the only solution to this was to download Photos-to-Disk Software I mentioned above. It worked perfectly, creating the Folder Structure I needed. I recommend to do the same guys, if for some reason you have this issue.

Sounds like this would solve this problem more simply:

set dest to "/Users/HOME/Desktop/PHOTOS-Albums/" as POSIX file as text -- the destination folder (use a valid path) 

tell application "Photos"
    activate
    set l to name of albums
    set albNames to choose from list l with prompt "Select some albums" with multiple selections allowed

    if albNames is not false then -- not cancelled  
        repeat with tName in albNames
            set tFolder to dest & tName
            my makeFolder(tFolder) -- create a folder named (the name of this album) in dest   
            export (get media items of album tName) to (tFolder as alias) without using originals
         end repeat
    end if
end tell

on makeFolder(tPath)
    do shell script "mkdir -p " & quoted form of POSIX path of tPath
end makeFolder

Although I haven't tested it myself, it is a script to export selected albums into a folder structure in Finder with he album names as Folder names.