Hi,
actually it was the other way around, the policy was exported from an SMS (full HA) to a CMA.
The checkpoint gateway objects are not exported so we created the objects on the destination before the import but even so the rules with "install on specific gateways" instead of policy targets were not imported and we had to created them manually as well as the NAT rules. I was lucky since most of the rules was set to be installed on the policy targets otherwise I would have to change this setting on all the rules.
Seems this is a point to be improved on the tool.