How would a good nihilist respond to pity from another, given that God is dead? Even if one approves of the motive and action, that's got to be quite the head-ache for any self respecting nihilist.
I don't think your question makes any sense given the fact nihilists themselves rarely consider any outside emotional reactions to their beliefs from 3rd parties and even another nihilist can be considered a 3rd party. The idea behind nihilism is that one can deny the value of virtually everything including thyself, therefore, prescribing any value to anything, including pity, doesn't "fly" well within nihilism.
In such circumstances one wouldn't bother too much to deny the intention behind everything (including pity) even from someone who could be considered a comrade. In the sense nihilism is used in philosophy today it makes it possible for a person to respond negatively to any emotion, even the ones who are positive when directed at him/her. This is why a "good nihilist" shouldn't have any problems denying the intentions of any other party including other nihilists and be able to live up to the promises of this worldview without any kind of "head-ache".
P.S. However, the question remains is such a worldview really something worth adhering to? I personally wouldn't advice for nihilism but it's probably the only philosophy able to deny everything thrown at its prescribers, so questions like yours user3293056 really don't make any sense to a "self respecting nihilist".