Mostly its because no body has been desperate enough to press the button yet. Even in cases with a power losing a war, they've had the attitude to 'live to fight another day'. So it hasn't come to pass.

The biggest fear is someday, a power, which is often known to get away with anything they do, will go one step too far thinking they won't be held accountable as usual, and the other side will say 'sorry, that was past, this is a little too much, we ran out of patience, here is a nuke move'.