Exactly. Especially when the holder of the keys is not a rational person but a religious zealot. For an excellent lecture on the potential Iranian nuclear capability and it's implications for the world watch the lecture hosted by my former employer, JHU/APL. A must watch.
See:
http://www.youtube.com/watch?v=5RPHvdY1SpIBTY there are many such lectures, just do a YouTube search on "JHU/APL Rethinking Seminar Series"
One reason the frequency of US testing diminishes in the later half of the 1990's is the available of super-high speed computer clusters. Outstanding work by physicists and computer engineers to create software models of nuclear tests. Much cheaper and safer.