Time to react, ICBM are relatively slow compared to a short range launch. A short launch can be done with cheaper missiles, so it opens the chance of having more of them.
Also I bet that if the enemy is close enough he can also do all sorts of things to jam your response. For example, there are planes that carry jammers that can be even hundreds of kilowatt in power. It basically fries or blinds any radar in the area by emitting an enormous radio noise. This is doable if they are close to you. If you are on the other side of an ocean there is little the enemy can do except launching few big very expensive missiles.
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