Of course, there are a few minor problems with that. A few thoughts:
Had Graham gone after Ali, Lockon would still have been pumping out GN particles, making the Flag radars useless. And Lockon had other places to be, extremists to shoot: there's no real reason for him to have gone after Ali himself when CB already knew of the coup attempt that was going around the country.
There's also the difference between Graham and Sergei's situation: whereas Graham was already on another mission to save the civilians while Allelujah came out of the blue to save the civilians (and Allelujah was also the one to break radio silence stating his intentions), Graham had none of that. Graham's mission, as you mentioned eariler, was to capture the Gundam. A gundam which had just opened fire on troops of the country (and Graham didn't know which side was which) and made no attempt to communicate. If Lockon had made communication like Allelujah, perhaps Graham would have been convinced. But Lockon has always been more understanding on the points of secrecy than Setsuna or Allelujah, and wouldn't have done that.
I might also point out that Graham and the Union were fighting the Gundams that were tearing the Conservatives apart.
