So, what I think about nicky and Joe's life
pre immortality.
Nicky:
For nicky to be a priest he joined the church young, he was either orphaned as a child, his family was poor or was the second son of his family.
Nicky was taught not to want or complain. To live minimalistic. Which is why he wears clothes similar to Joe.
Nicky would have been conditioned to reject and hate anything and anyone that wasn't Catholic.
Joe:
Joe was from a merchant family and seems to have been devoutly Muslim or at least his family was. Being able to be an artist and merchant meant his family was rich, if Joe was among the oldest of the family he would have been married by or around his 20s. If he was among the youngest he would have been given more freedom and have less or a requirement to be married.
Post immortality
Joe and nicky would have hated each in the begin. Nicky would have probably gone back to Italy with others. It probably 1 centuries before they full stopped hating each other and another century after that before they fell in love. And I doubt it was easy in the beginning nicky being Brought up in the church so he would have had a lot of internal conflict with his feelings.