Because the Redliner tribe's Mutalisks were flooding the periphery of the Blackthorn base, their Overlords were all being recalled back in. If the Overlords weren't behind the protective guard of the Hydralisks, they would definitely be exterminated. As mentioned before, Overlords don't possess any offensive capabilities, yet they played the crucial role of providing resources for the arachnid lifeforms; hence the Overlords were un-sacrificable units.