We know it is possible, the gateways spun by Sammael (not Ishamael as I had. Thanks Jim) to scatter the Shaido across the westlands terminated high enough off the ground to cause one Shaido spear-brother to warn those behind him of the drop and Logain seems to have picked up the trick. (Ishy in the Black Tower again?)

Using it against the harbour chain has two problems, could Egwene have performed the cuendillar weave while holding a gateway open, and could she have positioned it accurately enough to not risk cutting the chain as she opened the gateway. The goal was to block the harbour entrances and any method that ran a real risk of cutting the chain and keeping the harbours over would be rejected.

I would argue that it is merely because it hasn't occurred to them to do it, and when it does, it might be used to battle aerial forces by opening gateways in their paths.