Of course they did try, and only half-succeeded. Obi-wan was successful in defeating Anakin, but with him sensing the arrival of the Emperor’s shuttle, he knew that he had to get out of there fast. Also, he sensed that he should not kill Anakin either, even though he was thinking about it. He decided to do as Qui-gon always taught and trust in the living force. He also figured that Anakin may not even survive his injuries anyway so that would save him having to cut down his brother, friend and student whom he loved.
Yoda of course tried to take down Palpatine, but when Palpatine tried to hit Yoda again with the force lightning, it took everything Yoda had to be able to deflect those blasts after losing his lightsaber. This was actually a huge shock for Palpatine, for even though he'd been told by Dooku that Yoda was actually able to repulse force lighting, something that no light side user was ever known to do, Palpy still didn’t expect Yoda to be able to deflect someone at his level. That is why Palpatine had a shocked look on his face when Yoda began to push back against the lightning. Then there’s the explosion that sent them both flying. It took everything Yoda had to repulse that lightning. Even though Yoda was in amazing shape even for a top athlete, he was still 900 years old at the time and his energy reserves don’t come back as fast as when he was younger.
So the force explosion, coupled with stopping the lightning in the first place and the fall, took too much out of him. The entire 501st Stormtrooper division was on its way as well to assist Palpatine, which Yoda sensed coming. Yoda was actually preparing to go back up and re-engage the Emperor in a minute once he got some energy back. But with his current weakened state, he knew that even he could not take on someone as strong as the Emperor, plus an entire division of Stormtroopers, and win.
Also, while Yoda was struggling to repulse the force lightning, he had a flash of insight from the force that told him that Anakin’s heir would be the one to defeat Palpatine. So he knew that he had to survive to get this knowledge back to Obi-wan and to plan for the child’s future so that Anakin’s offspring, who would be at least as strong as Anakin if not more so, could defeat the Emperor and Vader and take down the Empire. Of course we know that is exactly what did happen.
Obi-wan actually was not better than Anakin. The only reason that Obi-wan was able to hold his own against Anakin was because of the thousands of hours that they spent training over the years. They knew each other’s moves so well that neither could really get in on the other. But according to Lucas sources, Anakin had attained a force skill level of 9 when he turned to the dark side, while Obi-wan was an 8. So it was only because Obi-wan knew Anakin’s moves so well, coupled with the greater experience that Obi-wan had, that allowed him to eventually be able to defeat Anakin. Anakin’s arrogance and over-estimation of "my power" also contributed to Obi-wan’s victory.
Obi-wan had no chance of ever being able to take out Palpatine. Yoda said in the book of Revenge of the Sith:
Strong enough to face this Lord Sidious you will never be. You will
die, horribly and painfully.
Even though Obi-wan had great force potential, he simply didn't have the midi-chlorian count to be able to match someone of Palpatine’s level. With Yoda and Palpatine basically being a dead-even match, and with their one shot at getting the Emperor gone, Yoda knew that the only chance was to have someone else with the Skywalker potential take the Emperor on.
The Skywalker line has twice the potential power of even Palpatine, and thus, possibly twice the potential of Yoda too. Even though Luke did become more powerful than Yoda later on, Luke never — at least as far as we know — considered himself to be equal to Yoda, who is acknowledged as one of the top 5 most powerful Jedi Masters to ever have lived (possibly even in the top 3).
Luke was eventually able to create small black holes with the force, and could create force holograms of himself and project them miles away, even to the point where they have physical substance and can use his force powers on another. He did this against Jacen Solo/Darth Caedus one time. To Jacen, it appeared as though Luke was on the same Star Destroyer with him, but Luke was actually a dozen or more miles away on another ship, and yet even with someone as strong as Jacen Solo/Darth Caedus, Luke was able to casually use the force to pin him down so that he couldn’t move, issue an ultimatum, and then simply make his force hologram vanish.
Jacen was quite unnerved by this as he thought that he knew all that Luke could do and how powerful he was. But Luke had learned the hard way that anyone can turn to the dark side, so the less that they know about his real powers, skills and abilities, the harder he would be to defeat should he ever have to fight his own. Jacen (In the now non-canon Legacy of the Force series) was very shocked at what Luke did and he had to remind himself that:
The galaxy is littered with the corpses of Sith, dictators and aliens
who constantly underestimated the skills and powers of Luke
Skywalker.
Thus Yoda, in trusting in the living force, knew the best approach was to wait for someone with the same force potential that Anakin had, let the living force train him in a way other than the Jedi had been doing, and let him grow up with a loving family, learning what he needed to learn from life. Then later on when the time was right, the force would bring them all together again, first to Obi-wan, then later to Yoda so that he could continue his training to defeat the Empire.
