Nightmare has one of the saddest pasts. there's an animation on this called "2 Birds on a wire". He was just a scared kid who got bullied all the time. He didn't deserve what he is now, which is the embodiment of negativity/gradian of negativity. Also he tried to forget about Dream, but he realized it's hard to forget someone you loved. But Nightmare may NEVER show it, but he really does care for a few things. (That's pretty much all the info I got on Nightmare actually)