Here's why:
* "Nation" is a common noun: It refers to a general group of people living in a defined territory. Common nouns are not capitalized unless they are the first word in a sentence or part of a proper noun.
* "Capital" is an adjective: It describes the nation. Adjectives are not typically capitalized.
Example:
* "The capital nation of France is Paris."
Note: If you were referring to a specific nation, you would capitalize it:
* "The United States is a powerful nation."