Why try to seriously threaten the US mainland, when it’s significantly easier to hold millions of US-allied civilians hostage?
North Korean politics are game-of-thrones style medieval kings and queens. Kim Jong un is the supreme-ruler of North Korea. At a relatively young age of 38-years-old, he barely commands respect of his political apparatus.
Kim Jong-un has killed his brother and uncle in a dramatic show of force to consolidate power. It seems like he's decided that annoying the USA is now to his own political gain.
Kim Jong-un's primary motivation is to perpetuate his myth and legend, to continue to prove to his people that he's a god-given King who deserves to rule over the nation. Much like his father. But any of Kim Jong Un's political rivals can capture the "mandate of heaven" if they prove themselves worthy on the public stage.
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From the perspective of "proving that god / the heavens are on Kim Jong Un's side", pissing off the USA unnecessarily does a good job at that.
Missile threats to the US probably irritate their tacit Chinese allies less than missile threats on the Korean peninsula too...
Because if South Korea falls out of US favor for whatever reason (revolution, coup, geo-politics, Trump Jr. becoming god-king-for-life with an allergy to Korean food), the current defensive strategy stops working.
If you want to know how much help an allied civilian can expect in the long run, you could always ask the Kurds in Syria. You'll be betrayed whenever it is politically expedient.
Having ICBMs is much more effective defensive strategy, because it works against any non-insane adversary, in any set of circumstances.