Because that is not what he wants to be. He was originally a traveller, just passing by and looking at how the universe works, and became more and more involved over the centuries.
- Plus, as "A Good Man Goes to War" indicates, you have people creating entire religions almost out of a mixture of fear or seeing the Doctor as an icon. Because of his reputation as a mighty warrior, a kid he met for maybe 5 minutes (Lorna Bucket) joined the military and got herself killed. The Doctor can also be blamed for the creation of Torchwood (blamed because it didn't become benevolent until Jack took it over) which was most assuredly created out of fear of him.