WhatsApp doesn’t allow to download the status. WhatsApp provides the feature to share pictures and videos through the status same as Instagram. For the privacy concern, you cannot download the status.
You can take a screenshot of the picture. There is no other option to download the status. You can view it and after 24 hours, it will automatically disappear.
Even the user who have posted a story cannot download the status. They will also lose the status after 24 hours. There is no third party app which provides this feature and WhatsApp also not allow to do it.