Because in Canada we have professional armed police forces dedicated to protecting us from criminals and their guns.
Is that why there are no murders in Canada?
I'll admit, though, that it's awesome that if I'm killed they'll show up an hour later to draw an adorable chalk line around my body.
The United Nations is ostensibly supposed to serve this role on the international stage, but seeing as they're headquartered in NYC, give the US a permanent veto, and have never taken any action whatsoever to stop the US from invading a country (not to mention that the Korean War was carried out under their auspices), DPRK most likely isn't terribly reassured.
Unlike everyone in North America who knows the Police will prevent them from being killed/mugged/carjacked/raped?
They can certainly draw an adorable chalk line around DPRK if the U.S. nukes them back to the stone age, yes? And we can sort everything out afterwards in both cases.