Do the enemies of the imperium reason like this as well? I could probably see some worlds holding value to all involved but there must have been a couple of cases where a big battle ended with a nuke going of from the losing side as there clearly isn't any rules of war in this world.
The Imperium only tends to go nuclear or worse when things are really going down shit creek without a paddle. Generally with them, it's cheaper to throw millions of Imperial Guardsmen at the problem (clad in tshirts and armed with torches) than use expensive and possibly rare tech that could destroy the planet and render it partly or fully useless.
'Nids want to gobble up all bio-matter on a planet once they've cleared out any resistance.
The Tau want to colonise anything they can.
Orks just want to....be Orks.
Necrons want tomb worlds IIRC.
The Chaos gods want victims or troops to use to their own ends
Eldar want to survive and cling on I guess? Not to sure on their aims or objectives.
So generally the factions have little use in blowing up worlds for shits and giggles, only when necessity dictates it.