They know well that any attacks by them will be matched by attacks by us, so any nuclear exchange is just miscalculation on their part. It will end quickly.
It's important to understand that threats are irrelevant. If somebody says 'Eat this horrible snail, or I'll you shoot you' you just say 'No, you can shoot me anyway'. Same thing here. If they nuke us, so what? They can do that today too.
It's not in our power to decide whether they nuke us, and therefore it can't be a reason to limit any action against them.
Upon this there is of course also our own capability to nuke them, and due to Russian attitudes and their view of their place in the world any nuclear exchange with them will be short. They can choose to erase us if they are willing to erase themselves. That's their power, but the Russians won't ever be willing to erase themselves. They believe that they are on par with the US and a cultural beacon that is critical to the balance of the world, something without which there's nothing that matters. They will never choose to erase themselves.
Because of this-- mutually assured destruction and the irrelevance of threats, nuclear weapons only matters when one power has them and the other does not. It doesn't make sense for the Russians to erase themselves even if I stand at outside Moscow with an army, even if I have taken Moscow. There's never a slice when it makes sense. Thus the balance between nuclear power is determined entirely by the balance of conventional forces.