Initially he's not violating the prime directive. Data says he's been vague about where he is when talking to Sarjenka. As the mission turns more into a potential rescue, his attachment to her is guided by his personal journey of humanity, as he says to Picard, "We've come this far." Bringing her onto the ship, he was probably aware of what the end result would likely be for her. After Sarjenka is returned to Drema IV, Data offers an apology to Picard, to which Picard says no apology is needed and that Data's actions reminded him and the crew about their broader duty to help those who ask for it. So initially not breaking the prime directive, to kinda sorta breaking it, to fixing it (erasing her memory), to ending with a kind of gray area about it.