Russia successfully Tests Missile-Defense Proof Weapons, page 1

It's easy to make a missile which will overcome a missile defense.

It's hard to make a missile which will overcome a missile defense, AND STILL BE HIGHLY ACCURATE.

The first you can do almost at no cost by having a particularly odd aerodynamics to induce chaotic fluctuations in your descent. In fact, that is how Saddam's SCUDs were not shot down that well by the Patriot. Iraq had attempted to retrofit the SCUDs with additional fuel so they could have a longer range. As a result their guidance and aerodynamics were all screwed up.

Basically the Patriot could not deal with such a poorly made missile; it assumed that it would have to defend against at least 1960's USSR technology. Iraq's SCUDs escaped interception by accident by having such poor guidance. In fact, some of them broke up in flight spontaneously; they were originally believed to be Patriot hits.
(Patriot PAC-2 and PAC-3 systems are alot better now).

Similarly an active retrorocket can do the same thing in space to give the warhead a random velocity vector at random times. Still, that makes it much more difficult to be really highly accurate the way the most modern US warheads are. Good guidance means integrating and assimilating data on a quiet ballistic trajectory and accurately measuring the stars and updating your position.

It's actually quite amazing the technology needed to do that. The missiles have maps of the gravitational variations due to the particular shape of the earth, the continents, density variations inside the Earth due to magma flows, the oceans, and maybe even the differential gravity due to the particular momentary shape of the oceans due to tides. And of course calculations including special and general relativity.

Basically if you want a 5 megaton city buster retaliatory "we're taking you with us" warhead, yeah, you can make one which will get through somewhere.

If you want a warhead which is able to take out a highly hardened missile silo or command post (yes, they can survive pretty big nukes upto a couple hundred feet away from ground zero!) evading a missile defense actively is much harder.

On the other hand it's pretty easy for the Russians to do it anyway against the US non-system. Launch more of them, or, launch sub-based ballistic or cruise missiles.

The US won't have any interceptors which can pick up a missile coming say in the direction of the gulf of Mexico.

I think that was basically a make-work program for some Russian military contractors to get some political points.

not strategically important. Unless they are really obnoxious and sell the system to the North Koreans or Iranians.