The MC does that on occasion, like with saving Peni, but he lives a fine line. AFAIK, he is not a citizen yet, can't legally own slaves directly, and so on. There is a limit to what he can do, if he wants to stay there.I think some of us "normal guys" would be proactive and intervene when something bad is happening to someone we care about or simply to someone we might not know but we have the opportunity to step in and help someone out. I think that would apply to the person who made that comment, otherwise it wouldn't bother him so much. Same with me, I definitely would speak up or physically intervene if I was witnessing something bad happening to someone.
I still think that studying for a citizenship test would be a great way to do a lore dump.