这是因为你没有提到任何具体的文件夹下载文件。从我这边复制后，我可以得到这个工作使用下面的代码。

import os
from datetime import datetime
from dateutil import tz
from azure.storage.blob import BlobServiceClient

start_time_str = input("Enter start time (format: yyyy-mm-dd hh:mm:ss): ")
end_time_str = input("Enter end time (format: yyyy-mm-dd hh:mm:ss): ")

start_time = datetime.fromisoformat(start_time_str).replace(tzinfo=tz.tzlocal())
end_time = datetime.fromisoformat(end_time_str).replace(tzinfo=tz.tzlocal())

print("Start time:", start_time)
print("End time:", end_time)

# Create a BlobServiceClient object
connection_string = "<CONNECTION_STRING>"
blob_service_client = BlobServiceClient.from_connection_string(connection_string)
container_name = "<CONTAINER_NAME>"
container_client = blob_service_client.get_container_client(container_name)

# YOUR PATH
local_path = "C:\\Users\\<PATH>\\Downloads"
for blob in container_client.list_blobs():
    blob_client = container_client.get_blob_client(blob)
    blob_props = blob_client.get_blob_properties()
    last_modified = blob_props.last_modified.astimezone(tz.tzlocal())
    print(f"{blob.name},{last_modified}")
    # RETRIEVING ONLY THE FOLDER NAME
    if last_modified >= start_time and last_modified <= end_time and blob.name.split('/')[1] in ['mmm','ppp']:
        download_path = os.path.join(local_path, blob.name.split("/")[-1])
        print(download_path)
        with open(download_path, "wb") as download_file:
            download_stream = blob_client.download_blob()
            download_file.write(download_stream.readall())
        print(f"Downloaded blob: {blob.name}")

结果：