It's surprising how many systems there are (Russian, French, British, US, Chinese, Indian etc) and how rarely anyone dares to actually do a public test...
The stakes of getting this wrong are incredibly high. Perhaps all of these systems are simple posturing tools, incapable of providing real protection if called upon. They provide comfort to the population, and doubt in their enemies.
I think it's just as likely that these systems work to some degree, but demonstrating them would provide the enemy with quantifiable data that can use to help circumvent the protection.
If North Korea were to attack the US in the most cost-effective way – crossing the Pacific east – there's GMD interceptors in Alaska that could try to hit them in space, several thousand km's above the ocean. It's unclear how well those work. The *public* version of the story is that they have about a 60% success rate, against simple targets without countermeasures; and that they intend to fire four interceptors against each incoming warhead to boost this probability [1].
[0] https://en.wikipedia.org/wiki/Fractional_Orbital_Bombardment...
[1] https://www.economist.com/united-states/2018/01/11/there-is-...