Darth Nihilus and the Exile are the same person. When the Exile seperated himself from the Force, that aspect of him became Nihilus. In the beginning of the game, the Exile is an empty man, hungering for the Force and Nihilus is empty, hungering for a trace of humanity, since he can't have it, he tries to satisfy his hunger with the Force.
Notie how Visass does not tell the exile what she sees when she removes Nihilus' mask? Also the Exile's force points increase once he has the mask indicating that he is now complete.
Anyway, that's just my theory.