Ukraine wouldn’t be able to take Crimea back, even if they had some nuclear warheads. The atomic weapon works great at preventing wars, not winning them.
Crimea was a loss-making project anyway, with a big nationalist Russian majority and a Russian naval base smack in the middle of it. Now, when Crimea is already lost, it makes much more sense for Ukraine to let it be where it is as long as Putin stays in power, and capitalize on the fact for what it’s worth.
Getting their own nuclear weapons would not only drain too much resources, but also damage the relations between Ukraine and their Western friends who don’t want the Treaty on the Non-Proliferation of Nuclear Weapons take another heavy blow right in their neighborhood.