The blade is not in closeness to his body so he didnt block with the sword, just with the guard. Maybe he did use haki inhis guard like when he blocked Doffy's string attack. He doesn't use hardening in his sword to begin with though, he never did against Doffy.
For the same reason why Crocodile didn't use his sand tornados or blades against Luffy in their third and final fights, why he didn't make sure that Luffy was finished the two times he beat him, why Doflamingo didn't use Parasite against Luffy or Law except during his futile attempt on G4, why Smoothie didn't easely cut the treasure room door to let Brook copy the Poneglyhs or used horizontal versions of her Flying slash, why Perospero didn't use his df to lift their ship above the waterfall, why Akainu and Kizaru didn't melt the ice created by Aokiji or aimed for Whitebeard's head when he had a heart attack, why Big Mom didn't use any of her real power during WCI arc, etc..
probably they didnt try to kill him, but I guess it was stated that captured by Navy not by yonkou. even if he was captured by yonkou, bigmom wouldnt kill him, wb wouldnt and also shanks wouldnt so, it explains it
Zoro going to learn that shit and get stronger has arc goes on. Probably will get Nidai too. Its looks like Nami name chapter is next which means Zoro name chapter is 15-20 chapters away. Zoro far from done