There are various factions at each other's throats in Mexico. The current Mexican regime can be overthrown by one friendly to the NK regime. Rebels in Mexico may already have helped NK agents to smuggle them and bomb components into the U.S. After all, tens of millions of Mexicans have easily slipped into our country. NK agents are probably already here and long working with Mexican rebels.
I dunno, the millions of Mexicans here in the U.S. may not like anyone tampering with their free stuff arrangement, they may not allow anyone to jepordize that.