Because the leaders are not insane and even a dictator's power is limited. If Kim Jong Un told his men to fire a nuke at the U.S. tomorrow, they would probably stage a coup on his pudgy ass.
Nobody wants to de-stabilize the world by lobbing the first nuclear volley. As the Tick said, "The Earth is where I keep all my stuff!" Only an insane nihilist would want to trash it instead of trying to use the existing system to get ahead.
If Hitler'd had a nuke, he might have been able to convince his men to fire it before Das Bunker was overrun, but there hasn't been a Hitler since Hitler and the world's nations know that they need to prevent any new ones from popping up.