Are you talking about Nagato during the Pain fight or during the edo Nagato fight?
Well, if you're talking about the Pain fight:
His objective was to capture Kurama, not to specifically kill Naruto. If Naruto died, then Kurama would "die" too, and akautski would have to wait some unspecified amount of time for Kurama to revive before they could capture him. Even if Nagato revived Naruto with rinne tensei, Kurama wouldn't necessarily be revived. Also, Nagato would die since the rinne tensei kills the user.
If you're talking about edo Nagato:
An edo rinnegan can't revive someone via rinne tensei. You need a real rinnegan to use rinne tensei. That is why Madara controlled Obito (who at the time, had Madara's real rinnegan eye) in order to get Obito to revive him.