If each policy is only related to a specific cluster, do you have the installation target set?
If not it will still think each policy is related to each cluster.
When you make changes to a object (other than rules) it is relevant to all policies and I really do not believe that the underlying technology will differentiate between gateways.
When you do use the installation targets, you do not need to use the install-on column on top of that, this will only give you a lot of work when you need to replace a cluster or rename...
Regards, Maarten