They do, but I don't think Putin is intending to use them. That statement was made following an explanation of his perception the West was threatening him with nukes and nuclear disaster by shooting at the Kaporozhye nuclear power plant. Putin had it shut down to avoid meltdown scenarios cutting off power to Ukraine, then went to great lengths to guard IAEA inspectors while they inspected the facility and determined it was safe. Putin has accused Ukraine of sending teams of saboteurs to damage the plant. Naturally, he sees this as a threat of nuclear attack on his people, and that's why he made the counterthreat.

I think Putin will stay conventional as long as the West stays conventional. Putin wants this over sooner rather than later. The longer it goes, the more he has to worry about internally from dissenters. And no mother in any country wants to get a letter saying her son had the honor of dying for his country. Many of those have already been required.

Putin has had to balance trying to protect civilians who he sees as fellow Russians during this whole operation. I think he still intends to do that to the extent he is able. But he is feeling pressure and I suspect he's pushing to get this over and done with quickly.