I said why before. They're violent, extremist non-state actors who don't play by da rulz. They're operating on a death-oriented ideology, rather than self-preservation and logic. That's why we worry about terrorists with nuclear capabilities.
States, on the other hand, are the ones that wrote the playbook. If country A drops a nuke on country B, then everybody else turns on B and A and B end up dead. Mutually assured destruction.
tldr; it's the crazy people with nukes that you should worry about, not other countries.