There are two problems. The first is that Russia is trying to conquer Ukraine, not just to defeat it, but to have it. Nuking it kind of ruins the "having" part. Also, it's upwind from Russia. Nuking it would involve eating a lot of fallout.

The second problem is that Russia has said what their doctrine is on the use of nukes. They will use them if an invasion cannot be stopped by conventional means, or if an attack has destroyed 20% of their nuclear deterrent. In their attacks, Ukraine is not touching Russia's nuclear weapons (except the odd bomber that is used for conventional attacks on Ukraine).

Now, you could say that was a miscalculation on Russia's part, that they would be better off if Ukraine didn't know what would trigger Russia's nukes, and so Ukraine had to be more cautious. And you could be right. But that ambiguity could come back and bite them later, when someone else doesn't know what their doctrine is, and decides that a first strike is the best way of dealing with the uncertainty.