that's because MAD still works and things like sending ATACMS are nowhere close to actual nuclear threshold, which would be nuclear attack or overwhelming conventional invasion threatening existence of country. nobody would be even thinking of nukes until Ukrainian tanks roll to Moscow lol. if you have a spare hour https://www.youtube.com/watch?v=fWKGYnO0Jf4
There has been some debate over the response to tactical Nuclear weapons - notably NATO threatened a conventional response to the use of nukes (likely meant to be read as, "We will end this war, no nukes needed.") but it would depend massively on their usage.
When your enemy has strategic nukes, the extreme ways to respond are:
A, not taking the nuclear threat seriously.
B, give up.
Saying we shouldn't arm Ukraine because of nukes is close to option B.
Nukes may go off, but if arming Ukraine is the trigger, than we were likely to witness nuclear war because we wouldn't accept option B, rather than any weapon system giving Ukraine an advantage. If that is the case, nuclear war has most likely already been decided.
The real game is to make those in Russia believe that backing down works towards their goals. If they hope in 20 years the US will fall apart, they may wait, or maybe someone will kill Putin and take over Russia, being rewarded by less sanctions.
Long story short, nuking Ukraine don't benifit Russia more than it will hurt it.
So conquering other countries is wrong after all? Or are you being serious? Because that is precisely the Kremlin's rationale for this war: Take out Ukraine before it joins the west and becomes too powerful to conquer.