Sure, and I totally get that if we did something like enforce a no-fly zone or something similar (assuming doing so is helpful to the Ukrainians, and I'm aware there are questions about that), that may involve shooting down Russian aircraft, and that may lead to them shooting back. But I'm pretty confident that in such a conflict, we would easily win, and Russian aircraft would then no longer be able to operate over Ukraine.
But the fear people are expressing is that that will somehow lead to a (nuclear?) conflict in NATO countries, outside Ukraine. How could that happen? Well if we went in on the request of the Ukrainian Government, on the strict basis that we are defending Ukraine, and we are not doing anything other than defend Ukraine against invading forces that are actually inside the country, then clearly that means we would not be shooting at anything that isn't already illegally in Ukraine. So any escalation outside Ukraine would be entirely Russia's doing. If we have made our inside-Ukraine-only rules of engagement clear from the start, then it would be a huge and dramatic escalation by Russia to attack any NATO forces outside Ukraine. Would Russia do that? Obviously there are no certainties, but one very strong pattern in Putin's behaviour seems to be that he never escalates to anything that he doesn't believe he will win, so on that basis an escalation outside Ukraine seems extremely unlikely. I get that we are dealing with risks of extremely unpleasant things, but that's the case whatever we do or don't do. And ultimately we have to ask, are we willing to defend the free World or aren't we?