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Notes -
First of all, even if NATO weren’t directly attacking Russia, having members of a huge alliance on your border increases the risk of accidental conflict or mistaken escalation, as I said. And to make matters worse, it also dramatically raises the stakes of such erroneous clashes, because now instead of a minor skirmish with one bordering state, Article 5 can transform things into a world war. Moreover, this also puts neighboring states under the nuclear umbrella of another power, which in turn increases the risk of nuclear war too. And even if all of these risk-increases are small in absolute terms, the consequences if they eventuate are so utterly catastrophic that they’re still massively negative in expectation. I don’t see anything irrational in being very worried about this even if you aren’t particularly worried about a direct invasion or a nuclear first-strike out of the blue.
Also, it seems strange to say that MAD obviates any fear of conventional threats. If that’s the case then why don’t nuclear states massively cut their conventional military budgets relative to non-nuclear ones? They can just nuke the home countries of any invaders, after all. Instead what we’ve seen are very high conventional military budgets throughout the Cold War, right alongside huge nuclear stockpiling.
Other than the "strong NATO increases Russian paranoia of unrelated unconventional attack" bullet point that I mentioned above, I don't see how it appreciably increases the risk of an accidental conflict. NATO and the Warsaw pact were crammed right up next to each other for decades without major incidents along the European border. Russia specifically has bordered 5 NATO States for over a decade now, and it's even turned Kaliningrad into one of the most heavily weaponized regions in the world, like a dagger ready to stab at Warsaw which is <200 miles away or seal off the Baltics via the Suwalki Gap, but again there's been no major incidents.
Conventional militaries are still needed for offensive actions against non-nuclear powers that the US and Soviets both engaged in during the Cold War.
NATO and the Warsaw Pact did have notable incidents along their borders. US-Soviet tank squads almost fought over Soviet prerogatives in East Berlin in ‘61. Able Archer almost triggered WWII in ‘83, it was a massive NATO military exercise in, inter alia, Western Germany (right on the border with the Warsaw Pact). US deployment of Pershing 108s to Western Germany (again, on the border) in the early 80s made the Soviets think NATO was preparing a first strike because the Pershings could hit Belarus and Ukraine in <10 minutes from there. That caused the Petrov incident, where everyone almost got nuked. The Cuban Missile Crisis itself was precipitated by the US putting new ballistic missiles in eastern Turkey, once more, right by the Soviet border. As a matter of history, the idea that there were no notable incidents (many of them based on accidents or misunderstandings) centered on the NATO-Warsaw border is just silly.
Yes, Russia has bordered those states for a while now, and they vigorously protested their entry into NATO too! And just during this war, Lithuanian attempts to cut off some Russian transit into Kaliningrad itself caused an international incident, as did mistaken (one might even say “accidental”) reports that a Russian missile had crossed into Poland and killed two people. Neither of those incidents would have been nearly as tense and serious but for the fact that Article 5 is lurking in the background in both. Bordering NATO states leading to escalated tension over minor clashes and misunderstandings isn’t a merely theoretical possibility, it’s already happened multiple times just this year.
The US and the Soviets were not building their conventional militaries so big to fight Vietnam and Afghanistan, they wanted to be ready to fight each other in the Fulda Gap if need be. This was the object of lots of NATO and Warsaw military planning that’s now public record. MAD did not remotely obviate the desire for conventional superiority over one’s nuclear-armed opponents. If MAD were all you needed, this would be blatantly irrational.
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