Nick and June have had an extremely unique relationship throughout The Handmaid's Tale, but why can't he save her in season 4? The two characters have been a mostly secret item since season 1, and even have a daughter together, but their pairing has always been unconventional. Things were complicated enough when June was a handmaid and Nick was a driver for the Waterfords; they were never able to truly build a life together or shield each other from the perpetual bleakness of living in Gilead. And when seemingly "good guy" Nick was promoted to the position of Commander in season 3, it was shocking.
In the show's most recent episode, it looks as though Nick and Commander Lawrence will finally be able to form an alliance to protect June within the Council. Lawrence has already proposed a military cease-fire on Gilead's borders to encourage trade with other nations, and things look like they're heading in a promising direction. But a wrench is quickly thrown in the plans. It's revealed during a meeting that the only way to do that is by first bombing known anti-Gilead insurgent hotspots before the military temporarily takes its foot off of the gas.
Nick is horrified to learn this, as he's gained intel that suggests June is probably in Chicago. However, he has no choice but to agree. After all, he's already vocalized minor support for Commander Lawrence after he initially proposed the cease-fire. In addition, he's seen as a militarily strong force to be reckoned with; he's serving a deployment and the Council even picks him to oversee the bombings. And, of course, given the setting, it would be self-sabotage to disagree with the attack. In theory, everyone on the Council, including Nick, has Gilead's best interest at heart and wants to see some of the rebels put in their place. He can't indicate that he has a soft spot for a fugitive handmaid who orchestrated getting 86 children out of the country, let alone that he loves her. All he can hope for is that June survives the aerial strikes like she's managed to survive every other impossible circumstance thrown her way throughout the course of the series.
Not only does this overarching theme of Nick not being able to save June specifically apply to season 4, episode 5, it also applies to The Handmaid's Tale as a whole. Though the two struck up a romance early on and swiftly fell in love, offering each other an oasis of genuine, caring human connection in a nation otherwise devoid of it, Nick has never been able to truly protect June. Back when they were both at the Waterfords, he had no choice but to sit idly by as she was continually abused and mistreated. Similarly, when she was in severe psychological distress early in her pregnancy with Nichole, all he could do was voice his concern to Commander Waterford, who disregarded his very valid worries.
In Gilead, everyone has an assigned role to play, or else. That includes Nick, who must also answer to "Commander Blaine," and Commander Blaine will always take priority over Nick if he wants to survive as well as keep one hand on the wheel. Thus, even if he can help protect June to a partial extent, he can never truly save her. He can only do his best to continually work towards the sentiment he conveyed to her earlier in season 4 of The Handmaid's Tale, when she was covered in multiple Eyes' laser sights before being recaptured: "I'm trying to keep you alive."