This. Weapons supply is somewhat gray zone. Russian know about it, don't like it and have openly protested, but it is probably not a good strategy to retaliate for this reason alone. NATO providing intelligence to Ukraine is actually already deeper into the gray zone, but such thing is harder to prove. However a no fly zone means firing weapons at Russian aircraft and is already a direct confrontation that sooner or later will lead to a retaliation. A single incident will probably not lead to escalation (e.g. as the downed Russian plane in Turkey during the Syrian war), however a persistent confrontation that is interfering with their military strategy will definitely escalate things a lot.