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It's such an underrated little detail that Atsushi, in fact, did not want to join the Agency, because he thought the job was too crazy and violent for him, and he firmly believed every single one of them was nuts (which he's not wrong). Dazai simply manipulated convinced him to join by pointing out the fact that Atsushi didn't really have money or friends. So he was stuck with the weirdos.
Like, he seriously just wants a paycheck and chazuke. Oh sure, he found a family in the ADA, but I'm sure he thinks he's the only sane one there.