The return code you are getting is expected; the library itself does not have the capability to use multi-gpus yet. We were probably overreaching in our design when we crafted the clFFT API to support multiple command queues. I think now, in hindsight, I would implement the multi-gpu functionality as a wrapper around a base API which only worried about single GPU functionality.
It is still possible to split FFT's across GPU's but it is left to the user to implement, for the time being. Issues/questions like this are probably best asked in the clFFT issues tracker, to increase visibility to the devs: Issues · clMathLibraries/clFFT · GitHub