We've known one of the Nine was responsible for masking the Red Legion from the Last City's sensors. The Dust lorebook says one of them did it to learn how to steal the Light because of Ghaul, and was punished for it. It's likely both are true: the Nine could have ensured the Red War happened so Orin would lose her Ghost and be set on the path to becoming the Emissary, but one of them could have wanted to see Ghaul steal the Light, and their influence led to the risk of Sol's destruction. Even if the Nine see all of time from above, up to even their deaths, they're going to want different things out of different scenarios.