I did n't find it surprising that Nancy wouldn't leave Sikes, even if it meant betering her circumstances. Besides the age old attraction/commmitment women sometimes make to men, even when they are total losers (and the woman knows it!) Nancy had lived with the Fagin gang so long, she probably felt it was hopeless to even try to get out. They would only bring her back. she went out on a limb as far as she could to try and save oliver who had only been involved for a short time, and thus could possibly make the break.