If I understand right, the issue is not multiple HDRIs which should indeed work fine. The user is commenting on backplates and similar, using a LightMtl with Emit Light off, and that all of these group under the "Rest" LightSelect. This means they can't use LightMix to enable or disable particular backplates since they are all grouped under the one Select. The original poster can correct me if I am wrong :)
Exactly as you write, Tom.
The lightmix in c4d is short on this and yet it's such a basic thing. I don't know how it is in 3ds max, unfortunately I think it would work there.