Why does Darry tell the nurses that greasers are only family dally has?

That's not quite right. Darry doesn't tell the nurses that greasers are the only family Dally has. Instead, he says that Dally doesn't have any family at all.

Here's the scene from "The Outsiders" where this happens:

Darry: "He doesn't have any family, see? He's just got us. And we're not much."

Nurse: "Well, he's lucky to have you."

Darry: "Yeah. He's lucky to have us."

Darry says this when Dally is in the hospital after being shot. It's a very poignant moment, showing how even though Dally is tough and rebellious, he still craves a sense of belonging and family. Darry's words highlight Dally's loneliness and his need for the love and support of his "gang" even though they may not always seem like a typical family.