Though it is not possible to select multiple locations from the list, you can achieve the same by editing the expression. If you click on the plane in location field you will get the location path. See below image which gives the location path of "Plane 1".
Similarly, if you have another plane, you can click on it to get the location path.
Now to specify multiple locations, specify all the location paths separated by a comma "," in the location field. See below location path which contains path for 3 planes - Plane 1, Plane 3 and Plane 4.
["@@/Study/Plane:Plane 1", "@@/Study/Plane:Plane 3", "@@/Study/Plane:Plane 4"]
See below image showing this combined location path and the contour results plotted for the 3 planes in a single result object.