Because according to their military doctrine, nuclear weapons are for self-defense. And RuSSian territorial integrity is not threatened. It is the military adventure they started, knowing very well that Ukraine can expect support from the West. They chose the war of aggression, so why they are whining now? If they dont like it, they can return back to Russia any day.
Similarly, during Korean war, China sent million-strong army to fight Americans in Korea, yet US didnt bomb Beijing. Or check the scale of foreign military assistance to North Vietnam - that means that US had every right to bomb Beijing or Moscow, dont you think?