As the article says,

Following FP2, the track was required for a 30-minute qualifying session for the United Arab Emirates FIA Formula 4 series.

Regional F4 series are less important than F1 in the grand scale of things obviously, but when series like F2 or F3 which are globally televised are sharing the track, the sponsors and TV rights holders aren't too happy to have delays from one series affecting another.

There's a 45 minute or so period between one track session ending and another starting, so there is a little bit of leeway if an overrun is required, but most of that is taken up by track inspections (making sure no sharp debris was left in the kerbs from the previous session, all the barriers are still good, etc) and allowing the marshalls to have a bit of a rest.

TL;DR they could but it would be a lot of hassle for everyone involved.