Yes, you may want to start giving out all these reasons why Nick should NOT have told the FBI the truth about the Mauvais Dentes killing; but listen to the following reasons first.
All he had to say was the following: "Yes, I did get a call from the agents; they said they were being held captive. When I got there, the agents were dead and the perpetrator started attacking me. I fired several shots and killed him."
Yes, I realize that since he left the scene it complicated things, but all he had to say was that the hospital called him about Juliette or something like that.
Sure he got away, but now Nick is under the close eye of the FBI. So if Nick ever wants to help a suspect escape, like Ian Harmon, he could be caught easier and end up in jail.