Wait what!
I mostly liked the show but like often with these type of shows where they reveal everything in the final episode they tend to blow it.
[SPOILER!]
I mean Nick going to that house after escaping isn't how a normal person would behave. Your instinct at that time would be to get to safety, like going home or to the police. You do not immediately go on some quest for revenge without even dropping by to see your family first, and especially when you're just some average family man (not a mobster or something).