As you've pointed out, Putin appears extremely paranoid. Nobody really knows how much of his rhetoric he actually believes or how much is for the zombie babuskhas, but when the states are as high as global annihilation it's not a good idea to test the boundaries. To annihilate Russia in Ukraine NATO wouldn't even need to get involved directly. It could be done entirely through weapon donations: If we just handed the Ukrainians 3/4 of our cruise missile stocks they could push Russia out within a month or less; but even doing that would likely be seen as a major provocation. In order to maintain reputation internationally, NATO needs to stick to it's remit. It damaged it's reputation when it acted outside that remit in Yugoslavia and gave Putin political capital to use against the west.
These are the unwritten rules of a proxy war. Exactly the same thing played out in reverse when the soviets were helping the Vietnamese repel the American invaders. The soviets provided them with equipment but it was a balancing act of not pissing off Washington too much. The Ukrainians want more and better weapons, we want to supply them, but they still need to be seen to be doing the majority of the fighting; otherwise it's no longer really their war and it becomes entirely Russia vs NATO.
If in the same march had been handled some old 165 km range ATACMs missiles with 560 lbs warhead....1990 ies model.
And some old manufactured in 1980 ies cruise missiles....