The reason that number stations continue to operate is that it really is the best way to communicate/order under surveillance which almost certainly is happening in every embassy in non-friendly countries.
One time pads are truly unbreakable and it's techniques have been refined for the past 80 years since Cold War began.
Luckily you don't need a shortwave radio anymore and the CIA I believe utilizes emoticons. Even if you intercept a bunch of smiley faces followed by a wink, how do you figure out the contents of the message when the medium to decode is completely unknowable?
It was only when they captured a few Cuban spies were they able to break the number stations operating out of Havana but this is perhaps the only case in history.