As far as I know there isn't an undo option. That is why it asks if you really want to do it. You will either have to download them all, which can be simpler than you think if you can connect to a computer. If you can connect the phone to a computer via USB cord you can download the photos (usually a bunch at a time) to the computer itself and then copy them all over to a folder(s) on the phone at once.
Other than that, the only other way might be Data Recovery, however that would be even move work than the above and may not restore all that was removed.
A few of the programs you could try would be... DiskDigger, MobiSaver, Android-Recovery and Tenorshare. They are all data recovery apps/programs. There are many others out there, so...