There's a historical reason for this, and it's couched in the end of the Cold War. As the Soviet Union fell apart, North Korea was weak in almost every regard, and there was a reasonable expectation that it might fall apart and get carved apart, invaded, etc. It had almost nothing at its disposal to deal with this except a military.

It turned this around by making its weakness appear to be a reason to not dare touch it. After all, if North Korea has nothing to lose, launching a nuke, shelling Seoul...those can happen. At least that's what we can reasonably believe based on North Korean posturing. And North Korea makes it abundantly clear that they are very weak--which really just means they are a powder keg--by broadcasting their food insecurities and some of their other issues.

Okay, so North Korea is a powder keg--they're very weak--and they make that clear. Now we need to know that the explosion of the metaphorical keg would be huge. That's what the artillery facing Seoul is. That's what the nuclear weapons are for. And, like other things that happen in the secretive land of North Korea, they believe that key elements of their foreign policy 'image goals' must be broadcast. So, they talk about their nuclear weapons all of the time. They are a porcupine.

And the final piece of the puzzle is this: you can game anybody who plays rationally. But against a player who is irrational, acts strangely and unpredictably, it's best just to steer clear. If the village knew where the rabid dog was headed, they wouldn't have had Atticus shoot it--they would have anticipated the issue and dealt with it. So, too, with North Korea. They make outlandish threats. The vast majority of us have no idea what they are serious about, what is bluff, what is for domestic audiences, and what they are just saying because they feel like it. That's insanity. And that's why North Korea talks about their nuclear weapons all of the time: they want you to realize they insane and ferocious. And they are clearly weak, so, I guess they also want you to know that if you try to fuck with them at all, they might fall apart and that nuke might come into play.