During the Cuban Missile Crisis both sides risked further escalation into a WW3. However, under MAD, Wikipedia says:
By the time of the 1962 Cuban Missile Crisis, both the United States and the Soviet Union had developed the capability of launching a nuclear-tipped missile from a submerged submarine, which completed the "third leg" of the nuclear triad weapons strategy necessary to fully implement the MAD doctrine. Having a three-branched nuclear capability eliminated the possibility that an enemy could destroy all of a nation's nuclear forces in a first-strike attack; this, in turn, ensured the credible threat of a devastating retaliatory strike against the aggressor, increasing a nation's nuclear deterrence.
So all that risk of escalation that resulted in the Cuban Missile Crisis appears to have served no real purpose, strategically? Then why did they do it?