Nick Valentine doesn't respond to Curie when you swap them in his pickup scene. The lines are there in the Creation Kit, but seem to be set up incorrectly. I noticed this on multiple playthroughs, and there are youtube videos of this scene that also show this. I believe I've figured out why.
Quest COMNick - COMNickPickupScene
It looks like it's because "GetIsID is checking that it is Valentine, but for the lines that work, it's checking that it is the companion you are stopping traveling with.
The change I made looks like this in F04Edit:
from
Target.GetIsID(CompanionNickValentine "Nick Valentine" [NPC_:00002F24]) = 1.000000 AND
to
Quest Alias.GetIsID(CompanionCurie [NPC_:00027686]) = 1.000000 AND
And that got the line to play.