Why does Sophie choose to stay with Natahan and his brutality and violence?
I think that "choose" is a relative term in this particular context. Sophie has little understanding of "choice" in her life. The experiences she has suffered as both a victim of private and public abuse makes her really incapable of formulating a choice as to stay with Nathan. It is this element that makes Styron's novel so powerful in its rendering. It is difficult to see the end of Sophie's pain and torment. She was a victim before the Holocaust, victim to her father's abuse of her, and she was a victim during the Holocaust on both racial/ social levels as well as the personal sphere. Styron's construction of Sophie is wrought with abuse, so much so that the Holocaust becomes an externalization of the personal torment that she existed with in her own being. Add this to the "choice" that Sophie made with her children, and one recognizes that Sophie, herself, does not really have much in way of freedom in her own psyche. Her condition has been so battered and beaten that any activation of choice in a "socially acceptable" form would be filtered through years of abuse and experiences that have solidified her own narrative as being victimized. Styron's inclusion of domestic violence to the reality of the Holocaust results in a situation where there is pure suffering on both realms, making the end of one and the start of another nearly impossible to discern. It is for this reason that she lacks the ability to make a decision on its own merits, and must end up staying with Nathan. It is for this reason that she cannot accept the world of Stingo, though it is the first one where she is actually treated well. She has become so battered and abused that Sophie cannot make a decision that is proactive and assertive of her own condition.