The simple answer is that Naruto didn't get a chance to use it. Naruto, Sasuke, and Madara were each just starting to figure out their own powers, not to mention each other's. Madara ran away from actually fighting Naruto/Sasuke, first to collect the Rinnegan, and then to use IT. If BZ hadn't stabbed Madara, we'd have finally seen an all-out fight.
Honestly, Madara should have access to all of Nagato's Rinnegan moves; they are, after all, Madara's eyes. Likewise, Kaguya should be able to use every Rinnegan move with her Sharinnegan. She possessed Madara's body and combined its power with her own.
However, Kishi doesn't like to re-use entire fighting styles. Shinra Tensei is a boring move to bring back; simply not being able to reach an opponent is not a cool fighting style. So, from a storytelling standpoint, it's not realistic for Madara to have that advantage over Kaguya.