No, there's no applying automation to folders, and if there were, it wouldn't be clip gain. Clip gain is for adjusting individual clips in one track (and easily having automation move with a clip). And I could be wrong, but I don't think the "clip groups" will allow you to apply the same envelope to each all at once, so clip gain shouldn't even be part of the discussion.
So your options are to create the envelope on one track, and copy it to the others or route them all to a bus, and put the envelope on the bus. But if you're going to have individual FX on the the tracks, and you need the level to be corrected before going into those FX, you'll need to use copied envelopes on the tracks.