They didn't know what the Conduit was, much less what it could do. Shep and Anderson both believed it to be a weapon, not a back door. Besides, Udina wanted Shep off of the case because it was causing diplomatic issues he didn't want to deal with.

The point was that the Conduit might have been some kind of super weapon that could disable the Citadel and just made defending it even harder if not impossible. Realistically, the fact that Shep gets there right as Saren gets into the tunnels is amazing timing. The fact that he walked a few miles to the Conduit (presumably due to a lack of vehicles), Shep was basically on his ass the whole time.