Nathan knew the cost and the risk of going to the Endless Prison. If he only went with Regina, there was no telling what she was planning to do to him.
However, the trip itself would undoubtedly become safer thanks to her power. At the same time, he had no choice but to share the spoils with her.
As for Luna, she would be a much safer option for him. Even if Luna had a hidden intention, he at least knew it wasn't going to harm him.
By bringing Luna alone, Nathan couldn't maintain his relationship with the empire. Although he hated to admit it, he couldn't afford to have only the dynasty bear the cost against the Death Society.
If he brought them together, Luna could ensure his safety against both the aliens and Regina. He would maintain the relationship with Regina.
But this also meant that the profits would be divided into three. Or he might even get a smaller portion due to his strength.
