It's a timey-wimey kind of thing.
The probe didn't travel to 2015, it travel to 2167 when the Oslo scientist created the first Observer.
But if Walter eliminated the Observers, then September wouldn't have existed as they knew him. So he couldn't have come back. So he couldn't have become Donald. So he couldn't have helped Walter build the wormhole generator. So they couldn't have stopped the emotionless "evil" Observers from existing.
There are two possible solutions:
1) Walter sent (or left a message to send) a more emotional Observer back to save Peter, maintaining temporal continuity.
2) As Walter kind of said, he only existed as a paradox from 2015 on. Everything before then was unchanged as far as his personal timeline was concerned.