I've wrestled with this myself. Best I can figure is that the sub wallet needs its own Alby account as well and then the two can be connected. But, when setting up the sub wallet you might need to designate it as isolated from the main account.

Then there's a tricky moment when the NWC info is only available one time, and you've got to use that moment to connect the wallet to everything you might want to use it for (Nostr, Alby Go, Alby account, Blue Wallet, etc.)

Also, I could be wrong. But that's as far as I've gotten.