Nah, it's 230/240V in most of the EU. I actually don't know of a country member of the EU that is @120V, but I may have missed it. If it exists, show me that weird beast

OTOH, you may have meant the US.
Anyway, even though your idea makes sense from an efficiency POV, there's the practicality of it to consider. In many applications these days using Nixie tubes (mostly for the vintage/design look), the PS comes from a separate mains adapter. Unless you really have to, you usually don't want to mess with the mains part yourself for several reasons including safety/CE marking/cost/etc. So all you may have at your disposal is a relatively low DC voltage. You'll have to go the boost converter path.
Now if your device includes a mains supply section, you could indeed generate the high voltage for the Nixie tubes directly. Thing is, it'd likely require a custom-made transfomer, which is not cost-effective at all unless you go for high quantities.
Additionally, I haven't worked with those tubes before, so I don't know how important that would be that the supply voltage be well regulated or not? If so, there would be little advantage using the above solution IMO, as you would still need a regulating stage.
Just a few thoughts.