Just random tought. Non canon. :)

It is a rule among the most dangerous criminals in Gotham, one they all agreed after a talk in one of their group therapy sessions.

When one of them confront Nightwing, you can do wathever you want to him, but make sure he does not die.
The Joker does not follow rules and Two Face has a too personal story with the black and blue bird, For not try to kill him, and of course there is Slade (but Slade is another story) but the others can see the consequences that killing the first Robin will bring.

Everyone knows Nightwing was the first Robin. The man moves as gracefully as the boy did (that awesome quadruple somersault), shows the same thrill seeking attitude.
The first Robin may be the favorite of all the villians. The second one fade too fast. The third and fourth were a little bit more quiet, more shy. And dont start with the current one...he is no Robin, he is baby (psycotic) bat. The beating to the Joker with a crowbar is proof enough.

But that they like him is not the reason why they wont kill him.
The reason is they are afraid.

When Joker killed the second Robin, Batman became darker, more violent, prone to break more bones. He kinda enjoy it. The Dark Knight walk at the edge of madness, but his code remain intact.

Somehow they are sure that if Nightwing dies at their hands that will not be the case. They will set free too much grief and rage, and they will be destroyed by a vengeful insane Bat.

And the reason is that he is the first, the oldest, the golden boy. And even if a father loves his children the same, the first is the one that marvels you the more, dissapoints you the hardest and the one whose victories and failures, you feel more, since he is the first and is your first time too experience being somebody's father.
So they can beat the boy, even break him, but never took is life.

Inmmunity.

No need for a heartless full of grief insane Goddam Batman hunting them.
Or for that matter, the psyco baby bat.