Because there is no point in wasting time on a futile mission. Yes helping people is part of being a superhero but this has to be done within reason. If someone outright refuses to change their ways no matter how many times Diana extends the olive branch, that person is officially a lost cause. Being a hero does not mean being a doormat. Furthermore, it starts to look like Diana has no compassion for the villain's victims.
Yeah, people who abuse and harm others often see it as their right because of their privilege. That's not exclusive to gods.And don't forget that Zeus has a dual nature: god of the sky and storm, but also as king of the gods. His actions towards women stems from that aspect.