What seems to occur instead is that major powers fight via proxy wars, where they provide arms, training, covert assistance, and sometimes even open troop commitments on the soil of vassal states. This provides plausible deniability to the superpowers (neither of which actually want to see the world end in nuclear annihilation); offloads the human cost of the war onto foreign, less-developed countries; offloads the political cost onto puppet governments that can be disposed of when no longer needed; and prevents widespread public discontent from threatening the ruling government.
Just because the war is likely to happen in the Persian Gulf or Sea of Japan doesn't mean that the weapons & tactics involved won't be developed by first-world nations.