If I were in the Time Patrol timeline and were able to prevent the Holocaust, then I would feel obliged to do so.
However, I would probably not be able to:
Would I even have access to a time machine?
How would I know where and when to intervene in order to prevent the Holocaust - and without making something even worse (!) happen instead? (The Exaltationists had to invest many lifespan years in researching how to wreck a past civilization.)
How would I cope with Patrol counter-intervention?
It is not just the Patrol - apparently, in that timeline, compensatory events tend to happen to keep the general course of events on track.
"'...suppose I went back and prevented Booth from killing Lincoln. Unless I took very elaborate precautions, it would probably happen that someone else did the shooting and Booth got blamed anyway." (Time Patrol, p. 15)
However, an organization with the resources and personnel of the Patrol would be able to change the course of events if it wanted to. Basing themselves in the far past, Patrolmen would be able to see what the twentieth century looked like without the Sarajevo assassination, then try some similar changes earlier, e.g., an industrial revolution in ancient Greece?