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When
Black Widow is trying to rescue the cradle, she gets overpowered by the Ultron minions. Ultron then holds her captive in Slokovia.
But what does he gain from this kidnapping? He neither asks for a ransom
in the form of the cradle
nor leaves the prison guarded by his minions.
Banner then rescues Black Widow easily when she sends out a signal through radio.
So what was the purpose of the kidnapping? He said he wants to kill the Avengers. So why not just umm... kill this Avenger?
A couple of things are possible here.
1. He plans to use her as an insurance in the long term. This plan was no longer possible as she gets rescued when the Avengers attack the castle. Up until the point Avengers storm the castle, the place is full of Ultron bots, hence there are literally thousands of guards there. At that point, he leaves with all the Ultron bots as he literally doesn't care what happens with Natasha. Even if she manages to escape she would be dead(according to his original plan).
2. After Wanda sees his real intentions whilst at Dr. Helen Chos lab and the Maximoffs leave him, Ultron is alone. He explicitly mentions that he feels alone, & he has no one else to show it. This isn't a particularly strong motive, though it could be true as he doesn't kill her either. He has no other reasons to keep her alive. He would've let Natasha die or kill her if he had the chance later.
From my point of view this is in line with the megalomaniac behaviour that Ultron demonstrates throughout the movie.
Ultron is not a completely rational being but more of a mad man. It has a grudge agains the avengers but one that is specifically focused on ONE avenger, Ironman, his creator.
This is mirrored from the comics too and can be narrowed to his reaction in the ship when they are getting the Vibranium and uses one of Tony Stark phrases and, later on, by a comment of the Vision "you specially" to Tony Stark. It is clear he despises Tony Stark.
The tendency is displayed in the movie with several traits that portrait his need to:
With that in mind we can understand better that Ultron wants to destroy the avengers but, specifically, he wants them to know how much they have failed, and above all, he wants to be listened.
All in all Ultron makes for a perfect representation of a psychopath that, over all the other concerns, wants the rest of the world to know about what he's doing, he wants the recognition... and that's why it would not kill Widow. It would not serve a purpose as he would not enjoy the look on Tony's face and it would not allow him to explain his plan to Natasha.
