Could hemodialysis prevent this?
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?