My psychobabble for today - Willie seems to be a person who needed/wanted a strong male figure in his life (issues with his father?). Witness his relationship with Jason McGuire.
I've always been a strong believer in this line of thought.
Even tho Willie was a wild card, Jason had some control over him(the scene where Willie says to Jason, "Are you gonna get rough with me?" hints to previous "do as I say or I'll beat the crap out of you or worse". Only someone who felt that they "deserved" this kind of treatment would stay.
I also think that Willie wanted to leave that kind of lifestyle by stealing the jewels from the mausoleum. He saw Jason setting himself up for an easy life with no guarantees that he'd be included. A few jewels that he could fence would enable him to leave Jason. Unfortunately, he was caught in another man's evil web that stripped what was left of his independent streak.
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Giving up his Roxanne to help Barnabas(once again) was the final nail in his coffin to live his own life.