Selecting more than one gateway here (other than "Any" which means all gateways) is not allowed. To make this possible a nonexistent object type called "Gateway Group" would be needed; a usual network object group can't be selected here even if it only contains gateway/cluster objects. There is nothing stopping you from creating multiple identical exceptions and applying each of them to a separate single gateway/cluster however.
Also be aware of the following notes concerning Inspection Settings exceptions quoted from my IPS Immersion course:
◦ Inspection Settings Exceptions are specified separately from Threat Prevention Exceptions, so the main Threat Prevention Global exceptions DO NOT apply. ◦ One, some, or all Inspection Settings signatures can be specified in a single Inspection Setting Exception rule for an R80.10 gateway. For an R77.30 gateway, Inspection Settings Exceptions must be specified in the IPS layer under Threat Prevention. ◦ Each gateway has exactly one Inspection Settings Profile assigned to it.
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