Because. I don’t think Nicky is under the illusion that his parents are going to support him and the choices he’s made at any point in the series, even before Thanksgiving. What he’s clinging to—especially, I think, from Maria, who at least sort of stayed in touch while he was in Germany—is not a hope of acceptance, but a desperate belief that they’re willing to try to love him anyway.
We know Luther and Maria were the cause of Nicky being in such a bad place pre-Germany—they sent him to a conversion camp for a whole year, and accepted his “recovery” at face value, when the fact that Nicky was actively suicidal was apparent enough that his German teacher picked up on it. It’s only after leaving them that he’s able to start learning how to love and accept himself.
But, in spite of that, Nicky still wants to believe his parents could choose to love him in spite of their disagreements—and of course he does. It’s the same hope that led him to come out to them in the first place, when he knew their opinions about gay people. I imagine it’s the same part of him that continued to choose to teach the twins German and get them what they needed even when they didn’t show signs of caring about him. Nicky wants to believe that there’s good in the people around him, and that if he’s patient, it’ll come through, even if it’s in bits and pieces—and, in the case of the twins, I think he saw it pay off.
Now, here’s the thing: this doesn’t mean Nicky believes his parents are good people, or even decent ones. He moves back from Germany just to make sure the twins don’t have to live with them, uprooting his life and taking on an incredible amount of new responsibilities because the alternative is Andrew and Aaron experiencing what he did, and that’s unacceptable to him. His parents being shitty to him is one thing, but hurting other people? Especially either of the two people he loved enough to turn his world upside down for? And to use his desire for their love to do it? That’s unforgivable. And the moment they crossed even one of those lines, I think Nicky dropped any belief in finding a piece of good in them.