Not sure the rousing song quite made up for the fact that the Doctor & co's save-the-course-of-history actions consisted of just staying sat down and pretending to be racist so that the real heroine can get arrested.
(What exactly is the apparent "moral" here of the Doctor's actions : do good works behind the scene but just stay quiet and keep your head down out of actual confrontation and let others take the personal hit in the name of a righteous cause ?
)
What reason has Rosa got to be personally thankful to them?
It's her action taken for her reasons.
She can't know her own future.
Surely it just seems to her like they pretended to be friendly but when the crunch comes and she needs their help they are just standing by (sitting actually) too scared to stick up for her?
Couldn't they have at least got arrested too?
But that would be making a mockery of the facts.
So the drama can't really play out as you'd expect/want without cheapening the true history.