Because you can use dummy warheads, chaff, and other means to lower the efficacy of the interceptor, and you only need a small percentage of your payload to make it through. The defense meanwhile, must be perfect. Missile defense using interceptor vehicles is a pipe dream, pure and simple, and has been for decades even in principle. You can have what appears to be hundreds of warheads falling at once, or even thousands if you’re the US or Russia. Nothing is stopping that well enough to avert mass casualties.

Besides, those interceptors are not cheap, they’re cutting edge while MIRV’ed warheads with dummies are old, proven tech. A live nuclear warhead is only expensive because of the physics package, so a convincing dummy is dirt cheap to make and deploy compared to an interceptor. It’s a losing proposition, and an extension of the truism that armor piercing tech inevitably beats armor in arms races.