[Something Danse had told her back when they first met comes to her then.]

Don't... think he's with them anymore. Unless you've got more soldier boys wherever you're from, he said that he was no longer one of them.

[Nick never told Rey that the Brotherhood were military, precisely. But that's the vibe she got and definitely what she felt from Danse himself. The disciplined mannerisms, the combat readiness, down to the way he talks.

[In other words, Nick is probably right about Danse being lost.]