Events specifically related to an incoming ICBM? Context matters. People will react differently depending on the circumstances, which means there are things to learn there.

The least nefarious reason for a 3 letter agency to do this would be to dry-run a reaction plan to such an event, and take what they learn from reactions & apply what they learn to improve said plan

Then again, it could be a dry-run to measure peoples sentiments toward a war with NK. Less likely, but still possible.