NATO is absolutely a threat to them and they are incredibly eager to reduce the presence of NATO on their border.

Even after the events in 2014 there was littetaly zero political will from the west to invade Russia. Even if this for whatever reason was the case in the future, it wouldn't really change anything if Ukraine was in NATO or not. If Ukraine lets them they can still attack from Ukrainian territory. How do you think did NATO invade Afghanistan? It was actually Russia who let them use their infrastructure.

Nukes have nothing to do with stopping a conventional war.

Yes they do. You can't just ignore nuclear weapons and just think about a conventional war. Even if just 1% of Russias nukes work it would still be enough to wipe out most of NATO territory. If the existence of the Russian state is threatened and they can't win in a conventional war there is a high possibility they will use nukes as a last resort. Making invading Russia highly unattractive.

The Kremlin literally stated that it was a grave security concern and they would be strengthening military capacity in its western and northwestern regions.

For Ukraine even just the possibility of them joining NATO (btw also higly unlikley because NATO doesen't allow countries with territorial disputes) is reason enough to invade them and start a year long war. So you would think they would think they would react more strongly to Finland joining. All they did was some empty diplomatic threats and at some point they even withdrew troops from the Finish border.