Most people agree that the United States spends far too much money on its military. Spending more than the next ten countries combined is obviously overkill. But what truly baffles me about the United States' military spending is how much of it goes to conventional military.
Conventional military is entirely useless except for proxy wars and small-scale meddling in non-nuclear states' affairs (e.g. the Vietnam or Afghanistan wars). If the US or another state were to use their conventional military to attack a nuclear state, they would be subject to the threat of nuclear retaliation; i.e. mutually assured destruction applies not only to nuclear aggression, but also to conventional aggression.
Of course, an attacking power might decide to call the defender's bluff by taking only a small amount of territory, but this is very risky and a line must be drawn somewhere to avoid escalation. In the Cold War, we saw this line drawn inbetween proxy wars and direct attacks on enemy territory. If anything, the threshold has become even lower since then; Russia has directly threatened nuclear retaliation against the US if it were to send troops to Ukraine, and the US military remains largely useless.
The usual explanation for why the US wastes so much on its military is that the incentives of defense contractors, the Department of Defense, and Congress are all aligned to increase military spending, even to the detriment of the citizens. This makes sense for military spending in general, but I don't see why they would spend so much on conventional military; why not just spend it on nuclear weapons and defense research?
In order to conduct non-nuclear forms of war, with aims such as regime change, peacekeeping, counterinsurgency, and defense of allies.
However, USA sends weapons to Ukraine. Weapons are also a part of military spending.
Because most states don't have nukes, and conventional military can be used against them.
This is true, but it doesn’t answer the question of why not to simply use nuclear blackmail on such states. And the answer to that is that the US wants to limit the destruction of war. Nuclear blackmail is great, right up until someone calls your bluff. But then it helps to have conventional forces if you do not wish to have massive losses to local civilians, local infrastructure, and one’s own prestige.
The main reason USA (and other nuclear powers) don't use nuclear blackmail is that it would end no-nuclear-proliferation regime. "Every state that can make nukes has them" is the natural word state, keeping non-proliferation requires effort.