Because if they destroyed the machine, then they would not have gone into the past to destroy it, but if they didnt go back in time it woulnt be destroyed, but if it was made they would have gone to destroy it, but if it was destroyed then they wouldnt have gone to destroy it, but if it wasnt destroyed they wouldnt have gone to destroy it...

and i think a time and space continuum/time paradox (i get the 2 confused) is alot wose than time compression
I think causing the universe to collapse was the last thing they wanted to do