I'm guessing Nick never had much of a childhood. While it's been a good while, I understand why kids may be apprehensive about staying at other places and not others. You have a sleep-over with a friend, hell yeah, you're with a friend, maybe pizza and videogames or whatever you like are involved, hell yeah this is awesome. Compared to being ripped from your home that you're familiar with and being told, you're gonna sleep/stay in this new place; maybe you're familiar with them, maybe you're not, but it's against your will, and it's not gonna be pizza, and videogames, and cool shit like it would be when staying at a friend's house. It also doesn't help that you watched your parents get led away by police, and the police also undoubtedly supervised and put you through weird tests for some reason; even if you don't understand all what's going on, you know shit isn't right, and now you're at a different house with different people, and for some reason, the adults are saying their parents love them and hope you'll be back with your parents and at your house in a short amount of time.
Now tell me why a kid may be uncomfortable, and why it's specifically the fault of the people they're staying with and not related to the events that landed them there.