Why does Huck tries to help the Duke and King when he finds out the townspeople know about them?

The reason that Huck tries to help the "Duke" and the
"King" is because he feels sorry for them as human beings.  He does not want anything
truly bad to happen to them even though he knows that they deserve it.  This helps us
see just how strong of a conscience Huck has and how he hates seeing people
hurt.

Huck knows that the two con men deserve to be
punished.  But even so, he does not like to see them get hurt.  He
says

Well, it
made me sick to see it; and I was sorry for them poor pitiful rascals, it seemed like I
couldn't ever feel any hardness against them any more in the world. It was a dreadful
thing to see. Human beings can be awful cruel to one
another.

Huck has seen
cruelty done to a lot of people.  He has seen slaves treated cruelly and he has himself
been abused by his father.  Because of this he is very sensitive to the ways that other
people feel and he does not like to see them hurt.