Because Gus will then be the prime suspect of masterminding Lalo's assassination.
Had Gus ordered the mercenaries to kill Nacho in Lalo's compound, then the Cartel and the Salamancas would primarily suspect Gus of being the mastermind of the assassination. Lalo had been trying to mess with Gus' operation throughout most of Season 5 (the Cartel, through Juan Bolsa knows about this) and there is known bad blood between Gus and the Salamancas since Lalo's uncle, Hector Salamanca murdered Gus' close friend, Max.
Gus wanted to blame the assassination on a Peruvian cartel, and set Nacho up as the rat. Had Nacho been killed by the mercenaries in Lalo's compound, then that would clear him of suspicion of being a rat.
Gus had Mike plant bank transfer documents and the telephone number of the motel where Nacho is, in Nacho's safe. The bank transfer documents suggest that Nacho was on the payroll of a Peruvian cartel ("Los Odios, out of Peru").
Gus' original plan was then to lead the Cartel/Salamancas to Nacho's location (through the planted documents in the safe), and then have Nacho die in the ensuing gunfight. To force Nacho into a gunfight, he was given a gun, was instructed to not leave his room and to shoot anyone that walked in. Gus also had hired someone to make sure Nacho doesn't leave. Gus just didn't count on Nacho being smart enough to figure out that he's being set up.