Sweden, Austria, Cyprus, Finland, Ireland and Malta are the only EU states which are not also NATO members. EU buys a lot of gas from Russia, and Turkmenistan has a lot for cheap; but Russia and Iran are blocking a trans-Caspian Sea pipeline. Cross the Caspian Sea, connect to Georgia (another Russian prize), and connect to Europe.
Notice where Crimea is on this map of oil and gas pipelines?
https://en.wikipedia.org/wiki/Trans-..._in_Europe.png
Russia needs more than Crimea to be set up strategically enough to defend the full onslaught of NATO, nukes or not. Besides, there's no reason to use nukes since it destroys resources which a victor could use in the future. Not to mention how internationally tied the largest businesses in the world are now, and Russia and the US are damn near corporatocracies.