Because Putin is not going to stop with Ukraine. If you read his writings, you begin to see that he has a grand ambition to restore Russia to its former pre-1914 bounaries - and, of course, he will be its “Tsar.”
IOW, he has his sights set on Poland and the Baltic States - all of which are NATO countries. And do not kid yourself that Putin is bluffing when he threatens nuclear war. Never in his entire position of power has he failed to make good on a threat.
That might be his thinking but that will never happen. Poland is in NATO, any more into Poland and NATO goes to war. Dido the Baltic states that are in NATO. The Ukraine is not in NATO for a very good reason. The Ukraine is none of our business.