if you cannot imagine what kinds of escalations a nation with tactical nukes have in their arsenal, then you have a defective imagination.
But I would say this particular aggression against NATO was well calibrated to preclude the natural response. The natural, non-escalatory NATO response would be to shoot down any missile that entered NATO space. But by shooting over the corner of poland I am sure this was impossible to do, at least impossible to do while over poland, and likely impossible to do at all if one started at the moment the missile was known to be aiming over poland airspace.
NATO is not all you want it to be. But it is better than not having NATO, and it still provides a dramatic barrier to Russian aggression. Russia plays in Georgia and Ukraine and not in Poland precisely because the latter is part of NATO and the former are not. This is not a small thing!