Was it ever state in the episode that they HAD to evacuate to their own past, because that's what history said happened? Otherwise...there's no real need for them to do so.
Mr Atoz didn't seem very surprised at seeing Kirk, Spock and McCoy when they arrived the way a guy who had never met aliens before would act. Implying he knew about aliens. So if they knew...why not just ask someone for help to evacuate?