No, they wouldn't, and they don't have it because they have chosen not to. There is something called an escalation ladder: you do not threaten to leave or kill your partner just because she spilled milk on your floor. That is the same reason Russia did not use nukes, and why other nuclear armed countries involved in conflicts have also avoided using them. The same logic applies here. Another example is that the US could bomb the Kharg island containing Iran's oil infrastructure, but that would be a major escalation. Iran would then have no reason to show restraint and could bomb the oil infrastructure of the Gulf states, creating a worldwide crisis.