While there are no European armies in Ukraine, we are not neutral and thus in principle in some way at war with Russia. Presumably this is why our PM here in Sweden has said that we are neither at war nor not at war-- i.e. we're legally at war with Russia, but it's a sort of phony-war á la 1938.

Basically, there's never a sensible reason to use the nukes. Let's suppose the EU invades Russia. We seize Pskov, should Russia use its nukes? Of course not, we will nuke them in turn. If we take Novgorod, should they use them? Of course not, it'll be nuclear annihilation. St Petersburg, Pskov, Novgorod? No. Moscow? No.

There's never any reason to fire the missiles, and if they respond with a limited nuclear strike, we just match it with one causing, let's say, 10% more damage and keep pushing.

As long as you have nukes yourself nukes are irrelevant and won't be used other than in a limited way even as your conventional forces march through your enemy's capital.