Export Multiple is not currently supported by Chains.
The underlying mechanics of Chains is a simple list structure. It was originally introduced to provide automation for a specific task of cleaning up and compressing short speech files (part of a long abandoned “Clean Speech” project that one of the developers had a personal interest in).
Since that time, the Chains feature has been greatly expanded to support most effects, and a couple of additional export options, but it is still limited by the underlying linear “list” processing of single files or a linear chain of effects on the current project.
In order to support more advanced features such as editing with time selections, conditional processing, multi-file editing, recording, and so forth, requires a more flexible scripting system. The old “Chains” mechanism was never designed for the job, and frankly isn’t up to the task. There is however a new scripting feature under development. It will probably be a few releases before this is ready for public release, but you can get a sneak preview of some of the work being done here: https://alphamanual.audacityteam.org/man/Automation_Reference