In universe: because he's in said Nexus and can go back or forward in time but still has to physically leave said Nexus. Out of universe because otherwise he's either irredeemably stupid or irredeemably callus.
None of that answers my question. Please explain to me why he couldn't go back to, say, before Soran even leaves the Enterprise to go to the Amargosa array, and just have him arrested before he does anything? What does the Nexus' "path" have to do with anything?