No, he says no such thing. He tells Data to stop the one thing that is against the Prime Directive - talking with the native.
Come on, Timo
. There is no possible way that you believe that.
Data asks Picard if they are going to let her die and Picard answers by telling him to cut communication. The meaning is pretty plain.
If he was going to save her then there would have been no reason for this line:
Pen Pals wrote:
PICARD: Wait. Oh, Data. Your whisper from the dark has now become a plea. We cannot turn our backs.
No need for the dramatic pause, no need for Data manipulating the situation by making the signal audible for everyone in the room to hear.