Remember that our heroes already know they are caught in a repeating loop - a loop that apparently has already repeated itself multiple times. Turning back is an obvious idea, but it has done them no good in the supposed previous attempts!
It's not as if our heroes would know that the time loop is the result of the ship being in spot X at time T. In other words, there's no guarantee that avoiding spot X would keep the ship out of the loop. Perhaps it's more a matter of the ship doing activity Y at time T? Or doing activity Y at any random time? Or not
being in spot X at time T?
The "they knew nothing during their first time around" argument is not a helpful one, because any number of exotic things could have happened during their first time around already. Nothing necessitates an "uneventful" original run where the only event is the ship crashing into a time loop, or makes this more or less likely than an "eventful" run where all sorts of things happen and just one of those is responsible for the loop.
In general terms, yes, it may
make sense to "struggle" as much as possible, to turn around, to separate the ship, to sing "Allamaraine, allamaraine!" while standing on one's head... But "strugging" is exceptional, and time loops are exceptional, so there's the very real danger that the two are actually connected.