Would it give the United States a reason to drop Nukes right back at them? The US has been saying for a long time that they don't want to use nukes anymore, but would a nuclear attack on us be a good enough reason to flatten North Korea.
Also, I just saw on the news that today North Korea "has been given approval to launch missile attacks on the US, including nuclear weapons, within the next few days". I doubt anything will happen though.
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If they shot a missile it would get shot down within minutes of launch - Even if it was aimed at S.Korea. If North Korea wants to deliver a Nuke they would have to smuggle it in the country and pull a 24.