This hasn't born out in practice. Dictators want to live - that's why they're dictators. They ubiquitously loot their countries widely enough to be able to retire to safer waters but don't.
Nuclear weapons in the modern world are useful deterrants, and that's it: a dictator with nuclear weapons has no external enemies they could consider targeting without guaranteeing total annihilation in response.
The one exception here is that using a nuclear weapon on your own country and people might be a useful exercise of power...but even then, it's abundantly clear that the most likely outcome is still total annihilation - the world won't tolerate a nation lighting off nukes against targets in it's own borders much either.