Most people don't know this but if Nale died it would be near impossble for Sabine to see him. Nale being lawful evil would go to hell home of Devils. Sabine is a Demon and with Lee as exception Devils hate Demons and would kill any that come near hell. Nale's soul would also be converted into a Lemure after a while destroying everything that made him well him.
The only ways Nale would be able to see her is
a. the IFCC gets the fiends to work togeather but thats not going to happen for a while.
b. Lee manages to buy Nale's soul. However he likely would not care enough to do so plus Nale could be converted before he has a chance.
No! Sabine and Nale have to make it out alive, and perform some kind of 'not threatening existence as we know it' villainy on a small scale... they have to make it!