In short, there is no “install every change I’ve made to every gateway across every policy package” button.
Policy Install will only install the currently active policy package to one or more targets.
If you’ve changed multiple policy packages, they will have to be installed individually.
Likewise, if you’ve made changes to a shared layer used in multiple policy packages, you will have to install the policy package(s) that contain them individually.
You can only have one Policy Install action going at a time (five are permitted in R81).