"What’s the purpose of a missile? Obviously, to get a nuclear weapon across a border onto a target."

No, not really, a ICBM is traveling very fast therefore very hard to intercept. So as long as a missile works, it will get to it's target, unless someone has the technology that can knock them out.

Therefore if some madman can demonstrate that he can succussful launch a rocket that can successful hit anywhere in the world, then he can threaten to use any number of WMD on any country. If this country is a democracy then the leader will have serious problem, if run by another madman, then it's pretty insignificant [So what if his public is scared sh*tless- that's just what he wants the public to be].
The terrorism of random acts of killing is different then being able to point a "gun" at any city, and make demands.

Also, a nuclear weapon is a valuable piece of hardware- *things* in shipping containers can be stolen. In a country such as Iraq, the madman has a problem with trusting people. He needs people who will blow themselves up for his sake- enter, the stupid rich clueless lefties- who don't actually live in his cesspool. But can the madman actually trust these fools with anything of value? Such are the problems of sick twisted madmen.