Well for one, NXT at any point was never under threat of closing, let's be frank.
AEW additionally had just gotten a TV deal on a broadcaster that was extremely famous in the wrestling business for having the primary rival to WWE. If you're a nascent company looking to garner PR and hype, why wouldn't you wanna go head to head with one of WWE's products? TK knew he wasn't going to kill NXT, nor was it ever under any threat.
Going to Wednesdays was a deliberate choice by TK and WBD to give Dynamite a feeling of excitement.