Depends on many factors, but yes there are ways to do that.
If you are playing an alert in Blue Iris's local console, right click the video and choose "End of video" > "Next video".
You can also use keyboard controls, e.g. "up", "enter" to select the next item in the list without waiting for the previous item to complete. Could be helpful if you record continuously and just want to jump between alert events.
If you are using Blue Iris's timeline (the big horizontal section on the bottom that has timestamps printed along it), right click the timeline control and enable "Skip dead air".