没有那么好is right. 不那么好 does not make sense. there is no difference between them as 不那么好 does not make sense at all. I guess the phrase you would like to say is 不是那么好. 不是那么好 and 没有那么好 is basically synonymous but to say one or the other still have to depend on the context. have a good day. Hope this helps.