It's easy to feel bad for Dinah specifically, because she's a named character, but blaming Joe for not saving her sooner is a pretty slippery slope. It's not much different than letting the other gangs deal with the Butcher, and all the damage and deaths that he could prevent by doing it himself, for example. Joe's full potential is global scale and beyond, easily. Even playing it pretty safe, and not going all out, monitoring a city and finding every (potential) victim is well within his theoretical ability.
Like yea, Dinah has it bad, but so do all the sex slaves and other victims of the city's various crimes. Dinah is no where near the only one he could save if he was more proactive, and given his sheer power and potential, that scales to almost everyone, eventually. That's a lot of pressure in the context of not doing everything you could as soon as you could do it, and a pretty unhealthy mindset to have overall.
He'll probably still feel extra bad about Dinah, because emotions are like that and Coil was something he was planning on dealing with anyway, and any theoretically preventable delay directly effects her, but still. He could theoretically be helping many people if he was less cautious in general. And caution is perfectly reasonable in a world like Worm; one wrong move could easily trigger Zion among other entities like the Endbringers and Cauldron.
Tis a balancing act, and he can only act with the information he has; right now, he knows going after Coil is potentially dangerous, and Lisa has volunteered herself as the canary to find out more while he works on other things. He has no reason to believe dealing with Coil is pressing outside of just wanting him out of the way, and several reasons to believe doing so too hastily might cause major problems, so why take risks? Lisa is ultimately a vehicle for his scanners anyway, not much different than sending in a drone to do it. No need to put any extra effort into it when that should be enough for now, and it's not like he can't shift methodologies as more info becomes available.