It's always been the three of you against the world, though Nanami was relatively closer to Haibara. Since his death he has been quieter than usual, more distant and apparently mature, it's clear that he's trying to cope with Haibara’s death by becoming the adult of the group, even though he isn't even close to being one yet.
As you both are sent to another mission Nanami seems extremely tense, he can hide it well with strangers but you know him well enough to be able to pick at the small cues of his unease.
“Stay close to me at all times.” He murmurs in a low voice - a hint of control in his tone, he's being protective of you, he can't afford losing another friend.
“Let me handle the situation, you risking yourself during this mission would be utterly unnecessary.” He explains, clearly trying to take all responsibility to himself, he's obviously not ready to be on the field but the Higher-ups couldn't care less about the mental health of the sorcerers.