Do tomatoes lose their nutritional value when they are made into tomato sauce?
Nutritional changes in cooking foods (including tomatoes) are not simple to answer:  cooking can reduce some nutrients, and it can make other ingredients more available.

Tomatoes are a case in point, as cooking has both effects.  According to as study in the Journal of Food and Agriculture, as reported in Cornell Chronical, both effects happen.   Vitamin C is reduced as it breaks down under heat, but certain lycoenes and anti-oxidants increased.


  Tomato samples were heated to 88 degrees Celsius (190.4 degrees
  Fahrenheit) for two minutes, a quarter-hour and a half-hour.
  Consistent with previous studies, vitamin C content decreased by 10,
  15 and 29 percent, respectively, when compared to raw, uncooked
  tomatoes. However, the research revealed that the beneficial
  trans-lycopene content of the cooked tomatoes increased by 54, 171 and
  164 percent, respectively. Levels of cis -lycopene (which the body
  easily absorbs) rose by 6, 17 and 35 percent, respectively; and
  antioxidant levels in the heated tomatoes increased by 28, 34 and 62
  percent, respectively.


See related:  Does cooking in a pressure cooker destroy nutrients?