By my accounting Pike has four chances to walk away from his fate. Chronologically:

1. The very scene this quote is from in Discovery, where Tenavik gives him the option to take the time crystal or walk away from his bad future. He chooses the former, but to downplay his decision a little it was his personal future versus everyone's bad Skynet future.
2. Lift Us gives us the Majalans, whose medical tech is a "maybe" for fixing Pike while keeping the timeline intact. Pike walks away (from Omelas) because he can't abide by how their society works.
3. Quality of Mercy gives us Future Pike and subtle hints that the Romulan War has been going on about 20 years. That plus offloading his suffering to Spock makes Pike stop trying to tinker with the timeline.
4. TOS' The Menagerie of course, gives us the Talosians, who have mellowed out a bit from their original appearance and offer Pike a mental paradise with Vina, who they're also helping. Aside from a spot of insubordination on Spock's part, there's nothing wrong here so it becomes the good ending of his story.

Basically it's a story of principles. He won't let others suffer for his personal comfort, and even tells Spock (via beep chair) not to risk his career for him.