Problem is, 0.01% can ruin your whole day. If one out of 100 gets through and lands on you head, thre’s no headache. There’s no head.
Life is not perfect especially in missile defense. Some will get through.
Well, the other end of the problem is economic. I understand it’s a 50K super-intelligent missile to shoot down a $300 unguided rocket. Of course, considering that this type of basically homegrown rocket don’t really cause any widespread damage (of course, not any comfort if you happen to be under one), it’s good target practice for now.