Q. Nexon AMT Diesel or Baleno CVT Which is better and why?

CVTs are better than AMTs in terms of user experience. You will feel the change in gears in AMT whereas in CVT the change in gears are very very smooth. Moreover AMTs are not pure automatics, they are auto manual transmission. I would suggest you to go for CVT over AMT.

Baleno build quality is less compare to Nexon , just by promoting cvt it's selling

AMTs are usually found in high end performance vehicles which will usually produce close to 300 ft lbs of torque and above...In my opinion AMT is slightly better than CVT