Because the moon still has gravity, and there would be some asymmetrical force on your legs either which would be reversed if you went the other direction. So switch directions all the time to be less lopsided.
The runner will feel a pull to the left, as if the track had a slope in that direction. I wonder if that could give motion sickness to somebody. Probably people sent to the Moon will be selected against that because of the journey to and from the Moon but I really have no idea about that.
Another problem, as pointed out by someone else in the comments, is that the floor is not flat but points upward and the feet and ankles might feel that. Furthermore it's another possible source of motion sickess (flat but not flat.)
The moon has a sixth of earth gravity. The force you would feel would be very small and the whole point of this is to increase the resistance against the wall you’re running on.
If you’ve ever been on a spinning wheel at a carnival where they move the whole thing 90 degrees it would be a bit like that.
The track would actually be straight, so you wouldn’t have to compensate for turning even.
I’m not saying you wouldn’t want to switch directions, but there shouldn’t be some imperative to do so often.
Another problem, as pointed out by someone else in the comments, is that the floor is not flat but points upward and the feet and ankles might feel that. Furthermore it's another possible source of motion sickess (flat but not flat.)