*Spoilers*
both routes hurt badly as they show us what are the consequences for our actions but it hurts more with Nauxus because you will see thane die in your arms.
But if you chose to kill Nauxus makes me extremely sad because of his attempts to draw you hurted me but the must was when theme lost his memories. Even to the point where he only focus on the safety of the tribe and basicly calling you a member of the tribe but ignores you even if you are his best friend. That would have been worst but seeing a best friend die in my arms is worst than seeing him leave me.