Because it takes time to warm up a reliever.But in this situation why was he left in after allowing the single? That was the obvious point there to pull him.... the reasonable posters on this board have been saying Cora should have started the inning with him and pulled him at the first sign of trouble. Not just bring him in to start the inning and then sit on your hands while he gets clobbered.
And if you start the inning with a reliever already warming up and getting ready to come in, and you don't end up using him, you've taxed him for nothing and he's likely to be ineffective if he has to do it all over again later. Teams don't like to have relievers warm up and get focused on pitching, but then not come into the game. They try to avoid that if possible, and it makes sense over the course of the long season.
People are already saying the bullpen looks burnt out or overtaxed-- having relievers warming up more often and not coming into the game would just make that worse.
Baseball has seemingly cracked down on some of the delaying and stalling tactics that teams used to use to deal with this issue. Which is good for the game overall. But it makes it harder to pull a pitcher after one hit or even 2.