It makes sense but only if he’s aiming to get into F1 (which is the ultimate goal). Race on many of the same F1 tracks, be close to the parent team to jump into the car during an FP1 here and there (and pick up super license points). Also, since Caddy essentially gave them their blessing to get at it in F2, he can do his thing there and finish lower in the F2 championship and get more super license points than the equivalent finishing position in IndyCar (i.e., 5th in F2 gets you 20; 5th in Indy only gets you 8). Granted, I think he only needs 5 points to get to the 40 you need.
I tend to think that F2 is a step down developmentally vs IndyCar, but try telling that to Muhammad Ben Sulayem and the FIA.