While there are a lot of cities in the EU and the US critical infra is concentrated in a much smaller number of locations.
We know from Ukraine that Russia has no problem destroying civilian targets, and it's at least plausible that a nuclear first strike would be aimed at population centres, not - as doctrine has it - at missile sites followed by military and industrial targets.
So even if only 10% of Russia's nukes still work, that's still a very bad day for everyone.
And "work" isn't a binary. A nominal 1MT weapon that fizzles and produces "only" 25kT is still a huge problem.