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Hi, Alan! Thanks for answers!
After you answer I know for sure that it is wrong to say,"Because he was having no free time, he couldn't stay any more". It is because "have" couldn't be used in continuous forms?
If so, the why then it is possible to use the participle, which is the continuous form of the "have"?

I think you may be labouring under a misunderstanding. A continuous (a.k.a. progressive) tense-form consists of a finite verb plus a present participle. The participle alone is simply a participle, and is unaffected by any restrictions concerning the use of progressive tense-forms.

Hence, there is nothing wrong with saying Having no free time....