A nuclear strike against Russia, even if Russia couldn't retaliate, is still pretty undesirable for NATO countries. A large barrage of nuclear weapons would create a ton of nuclear fallout right next to a lot of NATO member nations, and the heat released would push us further towards climate change. As always, nuclear weapons are so powerful and so dangerous that you can never use them without risk.
Besides, we don't exactly live in a world where there is the political will for civilized countries to raze entire cities to the ground. We are long past the WW2 days of massed bombers dropping thousands of bombs at once onto civilian populations. For Russia in particular, they are struggling to find the political will in Europe to even impose economic sanctions on Russia over its aggression in Ukraine. Even now, Russia is still tied to Europe and the US economically. Under what scenario do you imagine NATO launching a nuclear first strike against Russia?