So from what I understand, Nue can't understand why a youkai would reject their nature even if it would kill them?
What I got from it was that Koishi was about to die because Nue got her into that mind-break state where she was overcome with emotions but couldn't channel them through spell cards. Assuming Nue wasn't just killing Koishi for kicks, it was her way to force Koishi into opening her consciousness again. "Normal" unconscious Koishi is at no risk of dying all of a sudden, if I understood correctly: it's just when someone or something messes with her emotions while they're locked in with nowhere to go, in which case reopening her mind is the only way to give them somewhere to go.
...Of course, if it really is that easy to break her mind, "at no risk" might not be quite true either.