Remember at the end when Nick was getting ready to shoot his brother, Christine said 'there was always a safety net in case something went wrong!' - if he didn't get out of the taxi, something else would have saved him. He was being shot at with blanks - there was no harm for him there. He had to jump from that point at the building, but if he hadn't, one of the people on the roof would have lured him in the right direction. Remember at the end, that other guy said "it's a good thing you jumped because otherwise I was going to have to throw you off!" If they'd seen him going to the wrong place, something would have happened so that he was thrown off the RIGHT place. And why the flip would he stay in Mexico with no money and nowhere to live?????
See - pay attention!! This film is all about fate - something always works out in the end. There was always something to lead him in the right direction. Everything Michael D's character did was understandable once you understand his character.
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