(because, it definitely look like gambling, like "investors are behind us right now, so we have the money to do it, so let's do it before money runs out")
They’re not trying to kill people. There is a hell of a lot more money in _not_ killing people.
I took a look at some of the aftermath reports (i.e. https://pmc.ncbi.nlm.nih.gov/articles/PMC10638066/ and some others) which get into specific details about the course of treatment in several patients who died from this complication. The through-line is an aggressive use of several immune suppressing and modulating therapies to calm the cascade.
I have to admit I can't find any specific discussion about dialysis in that context, so I can only assume that removal of the viral particles would be a case of closing the barn door after the horse escaped.
Maybe a better phrasing of your question would be:
> Why is hemodialysis ineffective for this?