There is no way to do what you ask. Selecting a GPU is the only way to move data there, and selecting a GPU resets all GPU data.
The issue here is the way you're sending all the data to each worker and then indexing it, this is your bottleneck (and equivalently, moving all the results back). You need to amortise this communication cost, either by doing more work inside the loop or by loading the data you need directly onto each worker without first loading it onto the client.
Presumably you have more than 2 256^3 arrays. Put another loop inside your parfor and process all those arrays together. Move the results back to the CPU to save GPU memory. Eventually the communication overhead will be irrelevant and you'll see the gain of use of both your GPUs.
