They did have everything to lose. Harry being the chosen one didn't mean he was going to win. The prophecy says neither can live while the other survives or something like that. Harry has to risk his life and face Voldemort. That's a little more than "nothing to lose".

Hermione obliviated her own parents and sent them to live elsewhere with no idea if she'd ever see them again, hoping her protection would be enough to keep the Death Eaters from torturing and killing them.

Ron is the only person whose family is relatively safe, because of their blood status, even if they are blood traitors. Harry's parents of course are dead, but he's already seen several people and a beloved animal die due to him.

I dunno. My unpopular opinion is that I really dislike Ron as a character. I think hes weak and cruel.