And in a nuclear world, those threats can escalate to annihilation. The result is Mutually Assured Destruction, and choices are made based on whether you believe the other side is in fact crazy enough to commit suicide.
Russia knew that the US would supply arms. They also expected that they would be able to conquer the country before that could help. They were wrong, but that came as a surprise to everybody (except perhaps the Ukrainians).
The US keeps weighing how much they're going to escalate the threats. They've prevented Ukraine from using their weapons to attack Moscow, precisely because Putin has used Mutually Assured Destruction. Get anywhere near him, and he will use nuclear weapons to destroy the world.
Do you believe him? That is literally the most important question in the world right now, because if you guess wrong, the consequences go way, way beyond Ukraine.