Jimmy was in too good with many higher ups in several families to be touched, not to mentioned feared and hard to get to. He earned great money with Gambino guys as well.

While he may have been indicated in the Batts murder, Gotti and the Gambino's ultimately put that on Tommy D along with the Foxy Jerothe murder and seemed satisfied letting Gotti and Tommy Agro get revenge on Tommy D.

Jimmy's association with Pauly and the Queens Luchese crew kept him safe within that family.

And to answer your question Jimmy earned with Gotti directly and indirectly through truck hijacking and swag so from a purely business standpoint even if Gotti knew Jimmy killed Billy Batts with Tommy D, it was more cost effective to kill Tommy, an unmade hijacker who could be replaced. Rather than attempt to kill Jimmy, a high level associate (the closest guy to made on the street that wasn't made IMO) who posed as a high level fence for the goods Gotti made his early living hijacking. Burke had warehouses bigger than most and fenced more stolen goods than Fatico. Gotti was often diverted to Burke warehouses by Fatico as Burke had more room.