There are a few options:
1) Simply capturing him gives Sylvanas the option the free him and have him back just as much as him going to the Maw will do. This way he at least felt some pain.
2) The writers are setting this thing up to show that Sylvanas doesn't care about him anymore. He expects her to revive him in the Maw but she will consider him a failure and ignore him. This would be the best outcome imo, since it will be truely soul-crushing for Nathanos and he deserves nothing less.
3) Tyrande simply wants to kill him again, because once was not enough.