ICBM is not the only missiles out there. They are just the biggest which can go the furthest. The closer you are the smaller the missile you can use for the same payload and the shorter time it takes to go to the target which means they are harder to shoot down or counter and they are cheaper so you can fire more of them. So people are not so much worried about ICBMs in their neighboring country but rather the shorter range missiles they posses.
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