I assume that the point of consolidating everybody into one train like this is so they can avoid wasting power decelerating/accelerating on a bunch of trains. I.e. just run all the empty ones to the terminus without stopping.
It was a bit annoying whenever it happened to us, but I think this is a better system than getting rid of heavily used local stops entirely.
Edit: As a reply explains, it's possible my description is slightly inaccurate.