That's the whole thing, they wanted a better future for themselves. The characters suffered under Aku's reign and wanted to a better future, hence the final battle at the ending and Jack's whole journey despite his said mission. If they had known that Jack going back to the past would have undone their existence, they'd be singing a different tune towards Jack.
The future changed, it doesn't mean they're all dead or non-existent. Ashi is gone because she literally wouldn't exist without Aku. The Scotsman, for example, is probably back alive since he was killed by Aku.