Ha NCBI helpdesk just replied with this:
The easiest way to do this is to use the PubChem Classification Browser to access the list of Compound records with Kovats data.
You can find the PubChem Classification Browser here: https://pubchem.ncbi.nlm.nih.gov/classification
1) Click on the "Select classification" pull-down and select "PubChem Compound TOC".
2) Under "Data type counts to display" click on "Compound".
3) Scroll down to the TOC listing and expand the "Chemical and Physical Properties" section and then "Experimental Properties".
4) Look for the entry "Kovats Retention Index" with the number of counts next to it.
5) Click on the number of counts (currently 79,656) to take you to PubChem Compound results list populated with those records shown. (https://www.ncbi.nlm.nih.gov/pccompound?DbFrom=pchierarchy&Cmd=Link&Db=pccompound&LinkName=pchierarchy_pccompound&IdsFromResult=1856976)
To save the list of CIDs for these records there are two options....
1) Click "Send to" (near the top).
2) Select "File".
3) Select "UI List"
4) Click "Create file"
Click "Structure Download" (on the right)& follow the directions....to download the SDF or XML formats of these records.
If you don't need the 3D versions of the records/images this will work fine, HOWEVER if you want the "3D Records/Images" versions of these - there is a limit of 50,000. So you'd need to download the CID list and split it in two to upload in this tool for downloading the file.
I hope this helps.
NCBI User Services