i don't think nick is wearing that collar because he wants to. This story seems to me like an "alternate universe" where judy quit the ZPD, but didn't return to her parents and thus didn't learn about the nighthowlers.
So basically Bellweather won. Judy couldn't find a decent job and predators are forced to wear shocking or chocking collars. Nick said his bear neighbor left despite the fact that he disliked the place he moves in, because he might be afraid to be unable to leave Zootopia.
That's how i understood the story and i cannot wait for more :)