Maybe it's because of immense guilt from participating in the Crusades or how he treated Joe in the early days, but Nicky is very adamant on making sure to care for Joe's every needs. He started cooking for them, so that Joe is well fed. He learned to be sniper to take out enemies before they get even close to Joe. In their downtime, Nicky is always pampering Joe, giving him baths and massages, helping him relax. He's always making sure Joe has enough art supplies and his favorite things. Whenever Joe wants to return the favor, Nicky politely declines because he should be the one taking care of Joe who gave love to someone that least deserves it. This morphs into Nicky always neglecting his own being in favor of Joe's. If anything makes Joe uncomfortable, it's wrong no matter what. And the family around him just took Nicky as just being Mr. Act of Service, that this is just him being him. So no one really thought about it until Nile.
Maybe there's a situation where Nicky looks obviously uncomfortable to Nile, and when asked what he wants to do, he answers, "It doesn't matter what I feel as long as Joe is okay with it." Maybe the first time, Nile doesn't think anything is wrong but seeing repeated behavior of self-deference, she knows this is unhealthy, and she's baffled no one said anything about this.
Joe/Nicky, misunderstandings and unhealthy relationship
Maybe there's a situation where Nicky looks obviously uncomfortable to Nile, and when asked what he wants to do, he answers, "It doesn't matter what I feel as long as Joe is okay with it." Maybe the first time, Nile doesn't think anything is wrong but seeing repeated behavior of self-deference, she knows this is unhealthy, and she's baffled no one said anything about this.