If i understand you so well, you are literally saying the Korean government is sponsoring the Lazarus groups who keeps hacking exchanges, or you are just asking to be sure? That will be a false accusation because no government will publish any news that they are in support of cybercrime. If investigations is done and they have to trace all the money stolen from these CEX exchanges down to the Lazurus group, then the Korean government will be causing a conflict between nations.
North Korea is a rogue nation so it doesn't really take a long time to conclude that they do sponsor this group, there's already a name for the head of this group already if I recall but still on the run and the names are Korean so it's safe to assume that they're sponsored by North Korea even if it's just an allegation and just seeing how they attack in the west, it's clear that they're against capitalists. Also, remember that Sony hack because they're releasing the movie Dictator which depicts an assassination attempt on the North Korean dictator Kim Jong Un? I think that's probably enough evidence that Lazarus group is sponsored by North Korea.
It's a really concerning thing too that North Korea owns this much bitcoin because that can only mean that if bitcoin skyrockets in prices, their stash of bitcoin would actually help them get more funds for their ever growing military threat and now, they can do it more discreetly given that bitcoin is pseudonymous which also helps hide who's the one that's supplying them with weapons.