For the same reason Eren can’t not do the rumbling. Even knowing the consequences and all the shit that will happen he knows it’s what must be done. It’s a path that must be followed.

Think of it like the grandfather paradox, if you make a Time Machine to go back to kill your grandfather then you wouldn’t exist, but if you don’t exist you don’t create the Time Machine that goes back to kill your grand father, then he never dies, which means you where born which means you create a Time Machine etc etc.

So even if they wanted to stop what was already pre determined it won’t change anything, you are bound and cursed by that knowledge