Exactly, he's terrified and confused. If the terrifying non human thing that enjoys killing humans seems to "love" you (re: fuck you and occasionally listen to your requests not to mentally and emotionally torture you while brain washing you) of course you're going to try your damndest to be "loved" (SAFE). Spoilers say he'll be suicidal after this next chapter I believe, and I see why.

Amon is genuinely unredeemable trash and I hate him. This story is the definition of Stockholm syndrome. Poor Nain doesn't have a choice but to watch everyone around him be killed as he's mentally tortured and forced to sleep with Amon to the point he thinks it's HIS job to "fix" the piece of shit who's literally holding Nain captive. Nain is a prisoner make no mistake. According to spoilers the SA that happens next is what makes Nain want to die again.