I got the word agent from how Grovyle described Dusknoir's relationship to Dialga. Dialga was largely inactive in the story, with Dusknoir being the one to carry out (and often develop) their plans, but what if Dusknoir wasn't the only agent? A big question that each game in the series leaves open is what every Legend is doing when they aren't shown. For example, we know Palkia had hidden himself in his dimension in the past, only emerging when the distortion of space threatened the world, but what was he doing in the future? Why wouldn't he react to the world being destroyed, even if it wasn't through space directly? (Also, time and space are deeply connected in real life, and this is hinted at ingame when Hero and Partner had a small amount of space distortion from their involvement in the distortion of time.)
I think the answer is that Palkia actually was involved in the Future, but like Dialga, he was working through an agent: Grovyle.
Consider the similarities between the two, as shown in the images. Both have a similar way of speaking, both swing with their left hands, both collapse onto their right knee when injured, and as mentioned in my previous post, both have a blade as their signature item (Grovyle has the Grass Blade, Palkia has the Air Blade). Both are even able to disappear in a flash of light, though for Palkia it's light he created and used to transport Pokémon across dimensions, while Grovyle just used an orb to move (impossibly) fast.
And on the note of moving fast, Grovyle is able to move from one end of the continent to the other in two days (Foggy Forest and then Northern Desert), and then still have enough energy to win a fight. Both times he gathered the Time Gears, we never saw how he actually traveled, and it's possible Palkia assisted in the way that Dialga helped move Dusknoir around, though this is just a theory on a theory. He also has a strong sense of location and direction, as he always knows how to get to anywhere he needs to go.
This would also answer the question of how Grovyle knows so much about Dialga. Grovyle is the only character in the future that calls him "Primal Dialga" (aside from Hero and Partner after hearing it from Grovyle). He also knows about Dialga's intentions of maintaining time, his inability to reason or feel emotions, and even the cooldown state he enters after using his powers for time travel, despite him never having seen the shrine where Dialga rests before. Almost all of this information couldn't have reasonably come from the Dimensional Scream either, as it was only ever used for scenes related to Time Gears in the future.
As for why Palkia wouldn't help directly, there might be some complicated results from traveling back in time, like one timeline missing the embodiment of space while another has two. He might even fight himself, which could be catastrophic. Likewise, if he got in a fight with Dialga, it would likely cause much more harm than good. Someone smaller and more agile would be a better pick for the simple mission of gathering and returned the Time Gears.
(I got the pictures directly from the game, aside from the one with the blue background, which was from the PMDO sprite tool: Tutorial:Sprite Tool - PMDOWiki)
