There is a clear tendency here in the text to accidentally drop the subordinate conjunction that. It first happened when Oliver Cowdery was copying the text into the printer’s manuscript. He started to write “and they told them all they had done”; but after writing all they, he crossed out the y of they and wrote an a over the e and the crossed-out y, and then he continued by writing inline the final t of the that. The correction was therefore immediate. Since either reading works, the original manuscript undoubtedly had the that.
This difficulty in retaining the that also shows up in the first printing of the 1852 LDS edition and in the 1906 LDS large-print edition. The plates for the 1852 edition were later corrected by restoring the that (most likely by reference to the 1840 edition), with the result that the second printing of the 1852 edition and subsequent LDS editions (except for the 1906) have continued with the that. The 1906 edition was never used as a copytext, so its reading without the that was not transmitted into any later LDS edition.
Elsewhere in the text we find that in relative clauses involving “they had done”, the original text always has the relative pronoun, either that or which:
In the last example only, Joseph Smith removed the relative pronoun in his editing for the 1837 edition. All these other examples argue that the relative pronoun which should be restored in Mormon 4:10.
Summary: Maintain the relative pronoun that in Helaman 9:13 (“all that they had done”); also restore the which in Mormon 4:10 (“the evil which they had done”); in the original text, relative clauses referring to what “they had done” consistently maintain the direct object relative pronoun, either that or which.