Without going into massive detail, it's because he's being swept along by (or, arguably, surfing) the tides of history. A history that had a lot more directing it to it's current course than just him and his actions. He was not just the culmination of the Bene Gesserit breeding program, but the man who stood at the focal point of a LOT of sociocultural meddling. (Much of it you've seen here, such as the Missionaria Protectiva's planting of the prophecy of a messiah.. But there is a lot more that hasn't been explained yet.)
Due to his prescience, he has some ability to see where changes can direct the flow of history somewhat.. But history itself is like a massive tidal wave; the best he can hope to do is channel it into a desired path; stopping it is simply not possible -- it has too much inertia by this point in the story. He's not choosing how he wants the universe to be, but, rather, steering it like an almost out-of-control ship running before a massive storm; he chooses the best of the options he can see, with his limited vision. (At one point he describes the view of time as having hills and valleys; depending on where he is at any given point, how far he can see if often very limited.)
Since you ask why he doesn't just order them to stop.. That comes up early in the book:
“Chani, beloved,” he whispered, “do you know what I’d spend to end the Jihad—to separate myself from the damnable godhead the Qizarate forces onto me?”
She trembled, “You have but to command it,” she said.
“Oh, no. Even if I died now, my name would still lead them. When I think of the Atreides name tied to this religious butchery …”
“But you’re the Emperor! You’ve—”
“I’m a figurehead. When godhead’s given, that’s the one thing the so-called god no longer controls.” A bitter laugh shook him. He sensed the future looking back at him out of dynasties not even dreamed. He felt his being cast out, crying, unchained from the rings of fate—only his name continued. “I was chosen,” he said. “Perhaps at birth … certainly before I had much say in it. I was chosen.
Keep reading, tho; he (and other characters) spend a good deal of time speculating on this very issue, here, and thru the rest of the books.