World war would be nuclear, and nuclear war means no allegiances.
Why not? I think it would be nice to know that there are allied countries that won't be nuking you. You could concentrate on the others.
I mean, all out nuclear war is insane no matter how you do it, but having some friendly countries is always good, even better if you share a border with them.
If you nuke a country that shares a border with you then the chances of fallout causing trouble in your country is much bigger. In fact nukes only seem like a good choice if you plan to use them far away.
This is probably why USA and USSR could keep on dreaming about nuking each other.