Besides, North Koreans are not too difficult to be recognize by U.S. authorities... Whenever they land on the U.S soil the security authorities may seize them before detonating anything 
Do you think NY police is so intelligent that can distinguish between South and North Koreans? Are you sure that the Koreans themselves have developed nuclear weapons? I think that they helped the Russians. So the rocket did not help them to create and therefore they have problems. It is believed that the Koreans fought with US, but we all know that it was the Russians.
Of course USSR helped NK a lot. But they have developed nukes and ICBMs in 2000'-10's, far away USSR collapse in 1991.