You don't recall it but we're literally telling you what happened
The only time it was mentioned the Salamanca's wanted Nacho alive were by the TWINS telling the hitters when they were shooting at Nacho. Nobody outright told Gus they wanted Nacho alive until Mike told him what he accurately assessed why Lalo didn't cross the border.
Gus, knowing the Salamanca's, knew the assassination of Lalo would mean Nacho's ass. The Salamanca's would of executed him without hesitation. Nacho could've pleaded and snitched on Gus and everything and the Salamanca's wouldn't believe it because it's already proven that Nacho is a traitor and a liar. There wouldn't be anything to think otherwise. And Gus knew that. But again, it changes everything with the learning of Lalo still being alive, and WE KNOW the Salamaca's want PROOF of who's behind it and Lalo knows who, but he needs Nacho. That's the issue.