The nuke could be programmed/signaled to actually detonate if it encounters an interceptor AND is within X distance of target territory. In which case, it is an atmospheric nuclear explosion probably with EMP effects.

This is one reason people stress missile defense that hits the nuke immediately over their launch site (boost phase).

For NK that might mean interceptor UAVs hovering off the Korean coast or ships. But for Russia or China it means a Starlink-style system with hypersonic interceptors staged in orbit around the globe.

https://wikipedia.org/wiki/Space_Development_Agency

This obviously has tons of flaws though. It would cause a feedback increase in nuclear stockpiling to counteract the fraction intercepted to ensure MAD.