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It is a political move to appear that crazy.

Russia is desperate to deter EU/USA from involving itself more in the war, and the only way it can do that is by treating to escalate to nuclear war.

But that threat is only effective if people actually think that you will do it, so they must play this so that they seem crazy enough to start a nuclear war.

It's a bit like someone blackmailing you for money for something illegal you did together, only way to get you to pay is to show that they are really willing to expose your secrets, even if they might be exposed also. And once you believe them and start paying they will continue to demand money from you.