The worst it will happen to Putin is that he'll be locked in into Russia and have to kill more and more Russian people.
The reference to MAD makes sense only in the context of foreign armies (and with the M only those of major nuclear powers), but if you look at the two immediate predecessors of the modern Russian Federation (the USSR and the Russian Empire), both fell without a foreign army entering the capital, and are hardly unique in history in doing so. And to the extent status as a major nuclear power is relevant to that, the USSR had it just as much as the Russian Federation does.
Germans finance his war efforts with billions of euros and drag their feet on arming Ukraine.
Europeans generally pressure Ukraine to surrender.
Why risk it? Just wait, time is on his side.