I'm not yet using 9 in production, but I think this is simply a matter of not choosing any site when setting up a policy. If you leave that on "None", I think that's effectively like saying "All Sites", or more accurately, "All Managed Clients", that is assuming you don't apply something like Network segment restrictions or any group(s) to the Scope. And also assuming you're a JSS admin and not a Site admin.
The only reason you might need to recreate policies is if you only wanted, say, 5 Sites to be affected, but you have 8 Sites in total. Since you can only select one Site for a policy, if any, then the above process of leaving it on "None" kind of breaks down. But even then if your Sites are based on locations like Buildings, there are some ways to achieve the above 5 out of 8 Sites functionality.
A feature request has already been logged for this. The ability to assign more than one site to a policy e.g.; global policies.