It's not "losing to NATO is better than losing to Ukrainians". They already lost their own war against Ukraine. Attacking NATO would be a complete destruction of Russia and of Putin himself. Assuming there would be a war between NATO and Russia, they have nothing left. Russia cannot win. But what would happen after? It's not like Putin would be forced to flee or be killed, replaced by someone "better" and it's back to daily business. They'd potentially establish a buffer zone under NATO control to prevent that from ever happening again, to also keep Belarus in check. Russia would lose access to Crimea and the black sea, and probably St Petersburg and the Baltic Sea. They'd potentially lose most of their remaining allies, except for those who do not care about NATO or EU anyway, like NK, where both would probably keep the same amount of relevance in world politics and economy. And what's worse, while losing to Ukraine is a political loss and the military loss can be propagandized as "if only the NATO wouldn't have supported them I would've won, trust me bro", a war with NATO would be a total, complete, no longer explainable loss. There is no propaganda that can save from that. And given that weird patriotism (victory day and the bullshit parade), there is always the more or less subtle notion of military and ethical supremacy, and this whole idea would break down as well. Losing to NATO will only make it worse in all aspects.