Normally, the way I have seen it done before.... the administrators of SmartEvent, are global administrators and therefore its ok for them to set up SmartEvent with a view on all CMAs.
Then to view the data and create reports, you are doing this through a single CMA/SmartConsole so each person setting up reports is connecting to a single CMA (or more if they are superuser)
I dont see any need for an individual administrator for each CMA on SmartEvent unless you have a very specific scenario.
I dont believe it would be possible without an RFE (Request for Enhancement) via your local Check Point SE