Dialga has control over time, but he cannot travel through it. This is established in PMD Explorers of Time/Darkness/Sky because when you go into the future and have to find Celebi to return to the past, the danger is that he is actively hunting Celebi to prevent her from ripping holes in time. The sheer fact that you can go back and find/correct a Dialga who is not entirely insane yet is proof that Dialga's existent is rigid and unchangable; the thing he detests most is the timeline deviating from it's natural course, and when your human PC was intercepted and you were sent when the story takes place, Dialga dispatched Dusknoir to ensure you wouldn't disrupt the flow of time. If he could go back himself to remove you, he wouldn't rely upon a peon with such tiny power compared to his own. He can rip open portals in time, stop the present, and effectively restore people who have been erased, but he can't do it for himself.
