“That might make him realize that someone was keeping an eye on Saul and protecting him, i.e., Mike.”
How did Mike even know about the money pickup unless Saul or Gus told him? I doubt Saul told him since he seemed to think it would be a milk run and was surprised when Mike showed up. It looks like Gus sent Mike but why would Gus care about the bail money being stolen? No bail means Lalo stays in jail which is what Gus would want. Another question is why Lalo didn’t arrange for an armed escort to protect the money.
So it sounds like you’re as confused as we are. Maybe it’ll all be clear in the final episode.
And I’m not tracking with the whole Nacho thing — where his loyalties lie, etc. At this point I think he just wants OUT of everything, protect his father, and live his life.