This means that should the US or other Western countries become sufficiently involved in Ukraine that Russia cannot maintain control of the conflict, then Russia may feel this puts it at such existential threat that it has no choice but to escalate in response. Even at the risk of war.
Russia knows it would lose a full-blown war with NATO, of course, but it has other options. An official with the Russian Defense Ministry's public advisory board
told the Moscow Times that should Western countries arm Ukraine's military, it would respond by escalating in Ukraine itself as well as "asymmetrically against Washington or its allies on other fronts."
Russian asymmetrical acts — cyberattacks, propaganda operations
meant to create panic, military flights, even little green men — are all effective precisely because they introduce uncertainty and risk.
If that sounds dangerous, it is. American and NATO red lines for what acts of "asymmetry" would and would not trigger war are unclear and poorly defined.
Russia could easily cross such a line without meaning to, or could create enough confusion that the US believes it or its allies are under a severe enough threat to demand retaliation.