In Star Trek: Generations, Picard
exits the Nexus back in time to prevent the planet from being destroyed by Soran.
Why doesn't he exit the Nexus further back and prevent the events from ever taking place at all?
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In terms of an in-universe reasoning, the Temporal Prime Directive stipulates that Starfleet personnel are to maintain the timeline and prevent history from being altered. Only going back the minimum distance necessary to stop Soran from committing a selfish atrocity prevents other potential butterfly effects from happening, which he might not even know about. For example, if he never lets Soran off the Enterprise, maybe Soran ends up blowing up more solar systems in the long run, or maybe the Duras Sisters take over the Klingon Empire and destroy the Federation, or the Borg win in First Contact because the Enterprise-D isn't as capable as the Enterprise-E, or...
The real answer is because it was better for the plot. It wouldn't have been much of a movie if we watch 75-90 minutes, hit reset, Soran is arrested in Sickbay, and then the Enterprise-D crew hits the laugh track as they warp to their next adventure and nothing actually happened.