Tell that to Picard in "First Contact" when he only went to save Data.
The point in that movie was that Picard was letting personal feelings cloud his judgement and he had to stop and destroy the ship. When Picard then went to rescue Data, he didn't order anybody else to go, he went himself. Had he ordered a dozen men to go on a suicide mission while he snuck in around the back in order to save Data, then he would have been in the wrong.
Tell it to Sulu when he risked himself and his crew to save Kirk in Undiscovered Country.
His initial lie to Starfleet did not risk his crew, all he was risking was his own career. When he rushed to Khitomer to help Kirk he wasn't doing it to save Kirk's life, he was doing it to stop an assassination that would plunge the Galaxy back into war.
Besides, Sulu hates Kirk, we all realise that now.
Wouldn't it have been better to spend a few days at the array figuring out how it worked in order to send the ship back home rather than letting them meander around the Delta Quadrant for seven years getting unnamed redshirts killed? Couldn't Admiral Janeway have gone to the array about a month before Voyager and Chakotay's ship were taken there in order to inform the Caretaker that he's not going to find what he's looking for on those two ships, thus making sure Voyager never went to the Delta Quadrant? Couldn't she have gone back and told Chakotay not to enter the badlands that day?
The way they used time-travel in this episode opened a huge can of worms. They could have come up with something far better. They could have come up with a real moral situation, perhaps something which echoed Caretaker. Then they could have allowed the audience 20 minutes at the end to see what happened after they arrived home. There is no reason they couldn't do this other than the fact that they weren't willing to.