I just got done reading Narcissus in Chains where she had to bring him back after he was in the coffin for 6 mos. And As I see it, Nathaniel is Anita's "animal to call" and Damien is her "vampire servent". Their trio would be just like JC and Richard in the way that if you kill one, the other would die. Because Anita can't die, and neither can Damien, Nathaniel is "immortal" as well.

And I'm assuming that there isn't enough room in the "box" for both Jean-Claude AND Damien.