In case you were wondering why...(spoilers)

In case you were wondering why Nim strung Elliot along and made him believe she truly cared for him and was actually trying to help him was for many reasons.

The simplest explanation is it was just another way to torture Elliot in the end.

Also, by caring for him it gave him hope, something to live/continue for. If Elliot lost all sense of hope then during the torture scenes he would have probably just shut down and let them do whatever they wanted which wouldnt make for good TV, ratings would decline and it would be counterproductive towards their goal.

And lastly, it put Nim in a position where she wouldnt be harmed. Being smaller and most likely weaker than Elliot she was vulnerable to any attack he might have attempted. Putting it bluntly, she would have made a great human shield or at least an easy target. By making him believe that she cared for him and was actually trying to help him possibly escape eliminated that possibility.

This is just my interpretation of the film and I would like to hear and am open to anyone elses opinion.