Doesn't matter if its direct or another proxy war, its still war.

Proxy wars are easier to avoid escalation. I suspect that's one of the main reasons for them.

It doesn't escalated because neither Moscow nor DC are willing to go nuclear over Tallinn while Beijing is overwhelmingly inferior in their nuclear capability compared to either.

I don't know that we have a good historical example to confirm that. I remain skeptical that we could have direct fighting between American and Russian/Chinese soldiers/aircraft/etc and somehow keep that in a box. The Cuban missile crisis was insanely tense, and no real shots were exchanged.