If they actually believed their sovereignty was in peril, they would have launched the nukes. Keep in mind, what they say is very different than what they actually believe/feel. It's all posturing. They wouldn't launch nukes unless troops are actually marching towards major Russian cities (not in annexed territory).

Putin loves power, and he won't have anyone to oppress if everyone is dead. Nukes won't fly unless as an absolute last resort to keep his country from being overrun.