From their perspective, the risk was comparatively small because Nan could only chase either Ryne and Golver or their group at one time and no matter how they thought about it, chasing and inspecting Ryne and his secrets was a much better option at that time.
However, when making that decision, they seemed to have forgotten just how much Nan hated traitors because of his troubled past. Whatever the history might be, from Nan's perspective, it was simple: He was betrayed by his brother and had everything that should have belonged to him taken away from him.
Because of that, although logically, Nan should have chased after Ryne and Golver if he decided to chase anyone, he chased after his perceived traitors instead.