of course you are right in a trivial way: Given that a rocket with a nuclear warhead is fired on a town it is better to have the interception possibility even if it is not 100% sure. But McGrath asks the relevant question:
And if taking that chance actually makes a nuclear war more likely?
It is on a much larger scale the same question we had in threads about personal weapons. If an intruder has a gun and is going to shoot me would I prefer to have a gun of my own? Under those circumstances, yes. But since the intruders know that in Germany most people have no guns at home, they usually don't use their superior weapon power on me.
The most likely delivery of nuclear weapons in my eyes is not by open attack but by stealth and in a container or truck. What we discuss here, does not help for those cases.