It is if the goal is to deter without launching a city roast fest. That’s one possible step to e.g. answer a first limited strike without starting a disastrous exchange. And US nukes can be set to low yield.
Nobody would fire a warning shot using an ICBM, because if things are hot enough to require a warning shot, that leaves a whole lot of interpretation up to your adversary who is quite likely to respond with their own ICBMs, before finding out yours were loaded with conventional munitions to make a point.
There are however, shorter range ballistic missiles, Russia has a lot of them (the US mostly gave up mid range ballistic missiles in a nuclear treaty) and has even launched a few with concrete "nuclear warhead simulation masses" at Ukraine.