A common trope with Time Travel stories is the bitter jaded hero/sympathetic villain goes back in time to prevent some cataclysm from happening after identifying the key point in the past that he needs to "fix" in order to prevent things for happening the way they did. The only problem is that this usually is what ends up causing, at least in part, the events in the first place, which is why things still did happen the way they did. See any number of Star Trek/Star Gate/other sci fi shows for a myriad of examples of this. Efforts to change the past create the exact past that they are trying to change.

So a possible theory is that TTH is going back in time to prevent Molly from getting kidnapped and this becoming the WL. Perhaps she goes bad in the future and he thinks that he can change it to prevent her from getting kidnapped (or dare I say rescued) so that she never gets primed to become WL and thus doesn't go bad. The only thing is we already know (and he should too) that the efforts to prevent the events of PG fail. The locked theater does nothing. The fetches and other magical barriers don't work, and things do happen exactly the way they do and she does end up becoming WL.

I would wager that this could even be applied to other mysterious events that we've seen happen. The drive by car event, fixing LC, etc. TTH goes back in time in order to try to fix something, but his efforts to fix it are actually what caused things to happen exactly the way they did. Maybe someone (Mab, Nic, etc) lies* to him and tells him that he can go back in time to fix things, only they know that he needs to go back in time, not to fix it, but to ensure that the events unfold the way they really did.

*Or cleverly tells the truth but in such a way to give Harry the wrong impression.