It makes sense for the NSA to run exit nodes for the same reason it makes sense for the U.S. Office of Naval Research to have funded its creation and for the U.S. State Dept. to heavily fund its upkeep. There is a vested U.S. national security interest in residents of hostile regimes to be able to freely access the Internet without being traced, even with the knowledge that it may be used to make it more difficult for the U.S. itself to meet other security goals.