Somehow I doubt Lulu could adapt well to life on the highways. Not shaving or bathing for weeks on end is so not fabulous.
Also, he'd rather have Nunally around that you. If she was vaporized when the bombs fell, he will be a mentally unstable psycho killer and not healthy to pal around with.
If Nunally somehow managed to survive, her well being will take a precedence over yours. She will be dead weight that you have to lug around. Not to mention that I doubt any Anon could suppress his anon tendencies for long.
After months of not seeing a woman, Nunally's going to start looking very attractive, and I doubt her onisama would approve of a greasy nerd laying so much as one sideways glance on her.