Man, that's why Nick is one of my favorite characters. He knows that June still loves Luke, and despite loving her too, he decides to help Luke to get confort knowing that June is safe, or at least the closest thing to safe in place like Gilead. Also he risks his life with the letters, knowing that Gilead might have spies in Canada (Waterford said they have people to take care rogue Aunts and women who flee the country, so there are Eyes on Little America) and that probably Eden will know that he is responsible for the leaking, since she found the letters in the previous episode.
I think part of the reason he did that was because it wouldn't do any good for Luke to know that information in that moment, it wouldn't help what Nick was trying to do, get the letters out and stuff, but also I think he did it to protect June also. If Nick told him the Real situation and that information was released to the worldwide media and it got back to Gilead, then not only would Nick be killed but the whole household might be due to bringing shame on a Commander or something
I wonder if June escape again made it to Canada and had the baby there. Will Luke tell her to give it up for adoption or take responsibility of being the father