It's a stupid tradition that they won't change. It's been brought up several times throughout the years and they won't change it. I think they are trying to keep things fair as to the playing conditions.
If they have both matches on the same day, they would have to start early (since men's matches have the propensity to go longer) and one of the matches would be played in the day while the other would be a night match. Since the final is played at night the early match will have the disadvantage of unlike playing conditions.