Yes, but he couldn't get directly involved a lot. Even Ulmo didn't get directly involved, he just directed Tuor to go to Gondolin. Tuor could have refused. Of course, refusing the Lord of the Waters ain't a smart thing to do, but still, that possibility existed. Aulë couldn't get directly involved, and tell the Dwarves to rebel against Sauron, because they would listen to him, and that would constitute direct interference, which by that time, the Valar could not do. They had already relinquished their active roles in Middle-earth and their jobs as Guardians.
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But Melkor also was there, and he came to the house of Fëanor, and there he slew Finwë King of the Noldor before his doors, and spilled the first blood in the Blessed Realm; for Finwë alone had not fled from the horror of the Dark.
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