Tough call Doc.
It's definitely "part of nature" for the cowbird to do its thing this way. In that respect, it's natural, & I'd say let it be. OTOH, the cowbird is also famous for taking advantage of the environment around a farm (where-ever cows, horses and livestock abound). In that respect, the cowbird has an "extra" advantage that is not natural. So in regard to "evening the balance" I might be inclined to intervene.
So I would base my decision on how many cowbirds are around, and whether you think they are "out of balance" with respect to other birds in that area. If there are already a boatload of cowbirds, and not many others, lean toward intervention. If the balance looks OK, let it go.
In our area, one neighbor has a bunch of critters, and we have almost none. He's got a bunch of cowbirds, and we have none. So in my case, if we saw a cowbird eggs in a nest, I'd probably let them go. If I were my neighbor, I might lean the other way (since he has the situation that unnaturally favors the cowbird).