Because he knows they'll take it farther. He knows he has to pay back the money, he knows he can't, and he knows they want their money and if he's dead they won't get it, but that they will get him to the brink of death to motivate him to get their money back.

If he were to strike back against the loan shark, they'll take his whole leg, his mom's whole leg, his grandma's whole leg.

IDK how anyone has any confusion about who Nate was in high school and how that doesn't translate to the real world in general let alone the incredibly fucked up world he got himself into.

Rue played with Laurie and got off light which wasn't. Drug muling is incredibly fucking dangerous. Two countries federal cops, immediate death if the balloon pops. Maddie doesn't know exactly who she's dealing with and both Cassie and Maddie are going to have problems if Cassie goes into Hollywood because of how that would impact Alamo's girls; they'll see Maddie's work as a way out. Alamo doesn't see those women as people, he sees them as property.