I do understand. You are 100% correct and its something they just want to make sure about you that you really want to live in their province or not cause there are many people who use PNP program to move to Canada and then settle in another province. So its because of those people they doubt. But they do not refuse your application, If you really have true intention to move their province I am sure they will nominate you. I never said they will doubt I said they might doubt.
Additionally you are 100% correct you can not wait for ever and same thing you can explain them too that NSNP took a long time and you were not sure that you will be nominated or not, you waited enough but after that you tried for another program and that is the fact. But if you will see the past what people have done and put yourself in their boots I am sure you will feel that they have genuine doubt. So let them doubt.
It does not matter what people think about you, you will remain same what you are and one day they will got to know, so let them ask their question, you reply them honestly and you will get the positive result. Thats what I believe
Again I would say its your application and you have to take your own decision.
regards
D