Thanks for that information. The last part about using "Install On" probably explains the error I saw when trying to push the policy without doing that on the rule and just using *Policy Targets. I could likely produce the error again by setting up the rule again, but it was something along the lines of the DAIP configured on the members. In either case, for now I'm just targeting the GW objects as the source and leaving it at that.
So I guess that begs the question, if I can use the dynamic object but I still need to target it toward a specific gateway on the rule then do I gain any benefits from using that dynamic object over a simple group with the targeted gateway objects in it and "Install On" set to Policy Targets. Perhaps that was where I was trying to understand if the Checkpoint GW object "sees" all the interfaces and therefore it can match regardless of which interface it goes out/in.
Thank you again for the information!