Many people reject this, giving a number of different reasons. Many short runs can sometimes give a better answer. Many short runs can better diagnose nonconvergence. We need some woof about diagnostics. Referees, editors, and readers demand it.
Many short runs can sometimes give a better answer.
This is a traditional theme, with lots of literature. One can even state it as a decision problem. If many short runs gives even half decent answers, then the Markov chain mixes fairly well in time n , and one long run will give the same answers as many short runs. So many short runs is only good when it's bad. The answers stink but don't stink quite so much as the answers from one long run.