There's no "just stay" in this situation. This isn't like "Journey's End" where the DMZ colonists simply came under Cardassian rule and ended up being harassed and persecuted. The Tau Cygnans' only options were 1) evacuate and 2) die horrible flaming deaths. There would've been no one left to be "on their own." Perhaps hypothetically a few of them could've fled to the mountains and waged a guerrilla war Afghan-style, but I wouldn't think much of their long-term chances.