Who's to say if we could prove it came from Iran, as opposed to missing Russian nukes or Pakistan nukes. If this guy is as crazy as he lets on, I would put my money on him to take a calculated gamble.
Also, world opinion (specifically China and Russia) would be much harder to sway in favor of attacking Iran if there is questions as to where the nukes came from, as opposed to knowing they were launched from Iran.
There are a lot of variables here and really is no clear answer. Eventually, they'll need to be dealt with though and it's not going to be pretty when it happens. Lets hope China or Russia can convince Hitler Jr. to shape up.