It would have been difficult for Doubara to really try to stop Mio. It's her own home, after all. Although they have been getting along relatively well, Doubara and Mio are still only in a sort of business relationship, even if it's the weirdest kind of business. It also means they aren't even really friends because they were together only because of her business. They are business associates, so it would be a stretch indeed for him to try to tell her what to do or not, concerning her own family situation.
That being said, since he is viewing her as a psychologically disturbed person, it's easy to see why he desired he could have done more. Even if it was in a bloody foreshadowing comment from the author. If the dude can foresee what's going to happen in the future, maybe he can help her with reincarnation for real...