When McCoy altered the past, the entire Federation vanished. Meaning that this was a very critical event.
Temporal Agents were supposed to keep eyes on timeline. Whenever timeline was altered and Temporal Agents failed to prevent it, it was due to advanced tech of other factions in Temporal Cold War. 31st century tech could escape detection of Temporal Agents, but not 23rd century tech. In fact, McCoy didn't even try to escape detection.
Why didn't Temporal Agents stop McCoy?
When Temporal Agents failed to prevent timeline change, they at least tried to undo it. But, in McCoy's case, they never even appeared to undo changes. Why?