I'm writing this here for those who have same problem.
As Cryril said you can't change uv tile workflow at the middle but with some effort you CAN.
I'm just making a Multi-udim (multi uv tiles) character for UE and after sculpting and etc i reached to texturing step. because of a problem i had to chose "uv tile individual texture set" BUT at the middle of texturing when i just wanted to see what I've done with textures in UE so i imported my model and textures to UE 5.1 and after some investigating i found, this UV tile workflow doesnt work in UE while my character is multi-udim!
So I had most of my character textures done but i had to change uv tile workflow so what could i do?
here is what i did and it works:
1. export All baked maps (normal,AO and ...)
2. save whole materials and masks and whatever in every uv tiles as seprated smart material (because hand painted masks is different)
3. import model again "preserve UV tile layout..." workflow
4. import maps (only first one named *.1001 for each normal,AO and ...) and assign them to model
5. Assign smart materials to model (here is a bit tricky and need some effort)
Hope you find it helpful.