No. If the Sona wanted to conquer Baku, subjugate the people and enslave them the Feds would have no business stopping them because of the Prime Directive.
But in the actual scenario the Feds work together with the Sona and wanna kidnap the Baku. They violate the Prime Directive and Picard tries to stop this violation.
The other options is to just go home but I think this would bw wrong. They are already in the mess and cannot pretend that they can just pull out. When you fucked up you don't walk away, you try to amend your mistake. Picard doesn't run away in "Who Watches the Watchers?" once the Mintakans believe that he is a God, he goes down there and undoes this false belief.