If the nuke threat isn't reasonable and proportional then you must ignore it.
Nukes are for existential risks. Which is 1) enemy nukes, and 2) invasion of the capital. Anything else is bluster and coercion.
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Edit: by that I mean, with that attitude we would just have never developed nukes, or given the nukes to the Russians preemptively, because who wants nuclear war, right? Anything is better than that.