>Russia threatens nuclear war all the time. They’re not concerned about it at all. Most of what they do as a country is tell other countries how big their nuclear missiles are in a menacing tone.

You misunderstood the situation. If MAD is to remain an effective deterrent, no country can allow another to get the upper hand. That can happen for example through one country putting a missile base 5 minutes away from your border. Russia sees a move like that as a strategic threat and thus they feel justified in waging war to prevent it. That is even more justified when the territory in question is not even belonging to a nuclear-armed country. We too threatened nuclear war when it came to the Soviets putting nukes in Cuba.

Except that no-one put nukes or conventional missiles in Eastern Europe, so the entire point is moot.

The missile thing is just the most extreme example. There are many military advantages conveyed by proximity. We already put nuclear-capable F-16s in Ukraine for example. Those could easily be used in a massive attack.

> We already put nuclear-capable F-16s in Ukraine for example.

So no missiles, no missile bases. The best you can come up with are a bunch of old fighter jets delivered a full decade after Russia invaded, to shoot down cruise missiles and drones launched at Ukrainian cities. Proves the point.