Also, why can't they tell anyone?
Nathaniel is the son of the last King of Hell. Telling anyone would ruin his inside operation to weaken the Blackwood agents so he could unleash hell. His secret being known would also diminish the chance of avenging his sister’s death and him being accused of it. It would get him murdered before his operation could be complete and he could flee to the nearest open gateway to Hell.
Julian knows it is Dominic's fate to die. He can't tell Jax, or he might try to prevent his brother's fate. This would cause a stir in the balance, creating instability among death and the living.