It is not worth the risk of one nuclear tipped missile getting through to save erotic dancer Zelensky.
Firstly - Medvedev is supposed to be the mouth of Sauron - he shouts out madness to make Putin look good. Putin is not going to use nukes for loss of what he has temporarily conquered.
Secondly, it isn’t about saving Zele the clown, but rather preventing Russia from getting too confident to then invade a NATO country