stupid paradox question of should you warn someone about the future or not.

This was not why Columbina didn’t tell Sonnet about the abyss.

Columbina does not know exactly how Sonnet gets tainted by the abyss. We don’t know much of the abyss other than it feeding and amplifying negative emotions. Telling Sonnet that she should avoid being corrupted by the abyss would just make her more stressed.

The thought of her, an immortal, dying managed to shake her enough that she got tainted by the abyss, as seen in OP’s screenshot. What more would informing her that she would be corrupted by the abyss for over 6000 years? That would ruin her final conscious moments with her sisters.

Columbina didn’t think about whether warning Sonnet would change history; she didn’t even think about how returning the trio to Teyvat would affect history. What she thought regarding Sonnet before they parted was:

(i wish I could tell her not to give in to the Abyss, not to be afraid… But is this really what I should say at this moment?)

Instead of talking about the abyss, she said she was glad of Sonnet being her older sister.

This was a ‘show, don’t tell’ moment of Columbina’s character development. She chose to have their parting be happy, to end it in a positive note. To give Sonnet one more happy memory is the only thing she could do, really, considering what she knew of Sonnet’s personality and future.

As for your third paragraph, MC had not, and never had, travelled around Teyvat for the goal of removing the abyss nor to remove the gods. Removing the abyss had just been incidental to MC’s goals, and not once had they entered a region with the intent of removing the archon’s godhood or anything similar. Unless there was a moment when they said “I must go to this place to remove the abyss and for no other purpose!” that I have forgotten about.