Smurf is having Craig keep Nicky around
For point pressure against her father.
That scene where we saw the dad asking for more money, and then him approaching the door to see these two together ? A subtle threat, a hostage situation. Craig isn't particularly interested in Nicky, he's already banging way hotter and more experienced women and we saw Smurf kinda force the relationship between them a few episodes ago when he had to take her away, he wasn't exactly fond of the idea to keep her distracted.
Everything the boys do is on Smurf's initiative being the control freak that she is.
J was offered a gun while he's still riding a damn bicycle, he can't run off very far that way.