Hi,
Indeed this is a limitation. One workaround is if you are a Multi-Domain user, you can log into your MDS domain, right-click a domain and choose "install policy". Here you can select multiple gateways are linked to different policies, and press OK. It will execute their policy installations right after another. You will not need to wait for one job to complete in order to launch the next one.
Another workaround would be utilizing the install-policy API command and create a custom policy installer scheduler which waits for one policy installation to complete and then runs the next policy installation.