Lego, you didn't specify the type of lego
Would you rather have the power to go to the past or to the future. You can't return.
Future. Past was hard for certain genders, if you were different in terms of ethnic group, sexual orientation, how they treat disabilities, and also past had lack of knowledge about things so the way they go about certain stuff is really risky and dangerous. Not to mention if you know too much easier offed by conspiring with some unknown evilness.
At least even if we don't think it is, the present is more open minded than those past. And there's more knowledge and science of how to go forward with things. Perhaps it may get better or worse, but possibly a lot better path in the future than in past. Probably why transmigrate into past, while seems interesting, is something would never consider.
Would you rather live in a muddy place filled with many holes that have giant big worms (possibly parasitic) crawling in or out or would you rather live in a place where its just massive pit of all kinds of bones and smells like rottening flesh?