Trust me, FRiend....they do.
There is a story that during the 1973 war, then-Prime Minister Golda Mier ordered some Israeli air force planes to be armed with nukes and put on stand-by alert. She did this because it was looking grim for Israeli forces and the US hadn't yet committed to help (we eventually did and things turned around). She was ready to activate the "Samson Option" if Israel looked like it was going to be over-run.
Israel has (pretty much) admitted that they DO have nukes, but not as an offensive weapon. They're surrounded by countries that wish them to disappear. They are a very small nation, and they have a history that shows them what happens when someone decides they want to kill them. They have vowed "Never Again"....and they mean it.
Along with that...I don't think any RATIONAL nation wants to be "the one" to use a nuke first. If one is ever used, it'll likely be a rogue terrorist organization OR a country that cannot be described as "rational"...like Iran. Any use of them after that will probably be in retaliation AND with the hope that the retaliation will be enough to deter any escalation.
Excellent post. Rational players are the ones nuclear weapons deter for the most part.
Jihadists maybe not so much, but major war between major powers has been avoided for 70 years now thanks to the “unthinkability” of nuclear weapons.