I've reasoned about this too.

The obvious moral thing to do about a species is to save them from an exploding sun, if they do not have the technological means to save themselves.

On the other side, "in fiction" it can be justified by a slippery slope: start by saving a civilization today, tomorrow you're patronizing another, after a decade you're relocating another because you need their healing gas... Oops!
The prime directive is acknowledging that the Federation (the human mind?) is too fragile not to succumb to such temptations.