There is not an easy, short answer to this one, but I can advise on some of the basics.

To say that no industrialised nation has fought another is not true, think of the Falklands War (1982), Russo-Georgian war (2007), the conflict in the Ukraine, the 1967 and 1973 Arab-Israeli Wars.

What is true is that no nuclear power, whether recognised in the Nuclear Non-Proliferation Treaty (NPT) as being such or as a non-signatory nuclear power (India, Pakistan, North Korea, South Africa (for a short time) or Israel), has engaged in a conventional war against another nuclear power.

Theorists of nuclear power and conflict, such as Bernard Brodie and later Robert Jervis, recognise that with open, conventional conflict between two nuclear armed states, even a limited direct conflict runs the possibility of 'escalation'. Though a war may start with tactical strikes aimed at achieving limited ends, as the ebb and flow of conflict places one side at a disadvantage, that nation or coalition of nations will seek to win by either intensifying (using more troops and bigger bombs, loosening the Rules of Engagement (ROE) to provide less protection to enemy civilians) the conflict, or expanding its scope geographically to attack the enemy on fronts where it is weaker than the current vectors of attack. If this is somewhat successful, the other side might also intensify the level of engagement, thus creating 'escalation'. This can go back and forth multiple times as the conflict intensifies towards 'total war' (a disputed concept but for another time), creating an 'escalation ladder' of intensifying conflict towards the maximum.

If both sides have nuclear weapons, there are two possibilities:

1. At some point of a conflict where neither side is willing to give in to the others demand, tactical use of nuclear weapons will occur, possibly to achieve local dominance over the conventional battlefield, or to signal to the other side the 'resolve' of their side not to give in. This crossing of the nuclear threshold invites reciprocity, and the escalation ladder will tend upwards towards strategic, large-scale use of high-yield thermonuclear weapons to cripple the enemy to minimise ones own casualties

2. to avoid the escalation ladder, one side will launch an all out strike to disable the possibility of retaliation, targeting the enemies nuclear weapons, communications links, political, military, industrial and (in some countries nuclear doctrines, eg. UK and France), the civilian population of the target country, trying to win all at once. This means that a 'decapitation strike' must be guarded against with the use of hardened nuclear silos and submarine based missiles to ensure retaliation is possible. When a nation has guaranteed 'second strike' capability, the technological race becomes 'who can launch fastest?' where every second counts in terms of streamlining detection and command and control links, to provide 'launch on warning' capability.

As yet no nuclear state has gained an advantage in technology to the point where it could fight a nuclear war without massive destruction to itself, even North Korea, the most limited of nuclear states could probably destroy most of Seoul before it was wiped off the map.