It could be explained in a number of ways. He had told Brody that he expected to die when they blew up at the bomb at the naval base, which was the plot that Brody helped foil. This makes a lot of sense because they were clearly expecting Nazir when they captured Roya and the others. He had told Brody after the naval base attack was done he would leave the country. He told Brody the whole plan, which could mean Brody was in on Carrie's kidnapping. I do get the possibility that Brody thought that no matter how much he helped the CIA there would never be a clean slate for him. He knew full well someone -- be it Nazir's associates or someone within the CIA -- would stop him from truly having a second chance. He either didn't believe Carrie would leave the CIA for him or if she did she'd hate him for it. If he betrayed Nazir someone would harm Dana and Chris, so he felt he might as well do what was asked of him, die and save his kids. Many possibilities to explore in season three.