Maybe a golden rule helps: one should intervene to the extent that, if it was you who had the crazy ideas, you would want to be challenged? In general I suggest that philosophers (and here I do not mean professionals, I mean those who are committed to the love of wisdom -the literal definition of philosophy- and who seek to be informed by and practice philosophy in the great philosophical traditions from Socrates and Confucius to the present) can have an important role in social settings of enhancing the free exchange of ideas in which persons can be open to reason, objections, and responses. There is a time and place for this sort of thing --Looking back, I feel a little regret that the night before I got married I got drawn into a lengthy philosophical debate about why I think theism is reasonable and a good friend did not. But in general, many people think of arguments as what might be called "quarrels" in which no one is really interested in open minds and objections.
So, I suggest that challenging some people when their thinking seems fallacious or incoherent, etc, might be adjusted by applying the Golden Rule and assessing when a social setting involves persons with open minds. Without some receptivity to philosophical dialogue and criticism, there will probably only be annoyance, awkwardness, etc. I suppose, though, there will be cases of when the stakes are so high (someone advances an absurd conspiracy theory that targets the innocent or, more specifically, you are in the company of a Holocaust denier) when one simply must mount a challenge, whether this involves philosophy or not (you may only require common sense, an ability to expose errors in history).