Like Demon Lord said, Nie Li is basically TRASH when it comes to protect someone he loved since he will risk everything to protect them and now he saw the REALITY of what he did.
Had he didnt bring anyone except those 2 who comes by itself, he can fight Demon Lord without hindrance at all.
Nie Li now must face reality that what happened to Glory City back then was similar to these time now since NOBODY will protect Glory City even if it was said under protection by those experts.
Also, negotiating with villains/terrorist is not as simple as you said because they had hostages/shield on him.
1. If you go reckelessly/not giving in their demands, you will lose all hostages/shield and therefore you failed your duty
2. If you give in their demands too easily, they wont do like they said and eventually you will lose some of them and it leads to failure.
The only way to beat them is by negotiate it little by little until they lose enough hostages and you can go all-out without concerning too much on the rest of hostages since eventually they may died on that fight which is unavaoidable in all scenarios.
There is no such PERFECT hostage rescue/save ever held in our real life because in the end they will lose some during rescue missions including their units itself and dont even believe in HOLLYWOOD because it was SCRIPTED and FAKE