Pretty much and this applies to 'because we're in Western Europe', only the USA, USSR and China basically have the strategic depth and widespread cities etc to actually take a nuke or three and not be made into a mess. If the Soviets nuked the Nato HQ in Brussles then that's the whole city gone.
What other countries have strategic depth? India and Pakistan do.
Korea, Japan, Taiwan, and Southeast Asia all don't have that strategic depth, save perhaps for Indonesia as it's large. Even my native Philippines doesn't have strategic depth as the cities and military bases here are too close to the cities: heck, our Department of National Defense HQ is located in the heart of Metro Manila, and Subic Naval Base (formerly handled by the Americans until right after Mt. Pinatubo erupted in 1991) is located near our third largest city, Clark!
So if ever such countries were attacked and had nukes, just like Western Europe, we would have no choice but to launch countervalue strikes as well.
Australia and New Zealand all have strategic depth. The African countries do so as well.
About countervalue strikes, could there have been a scenario in which the UK and France, instead of targeting Moscow, Leningrad, Kiev, Minsk, and other large cities immediately, they instead go for the smaller ones first like Smolensk, Stalingrad, Perm, etc.?