Doing the math to figure out the destination of a missile is a lot easier than what it would take to engineer "small steering jets" and associated plumbing and control inputs onto a missile warhead and/or one or more rocket stages, besides that, the math is already built in to our missile warning systems. Everything that adds weight to a missile decreases it's range...zig-zagging would certainly hinder it's range, not to mention the extra fuel needed to keep the original range. All the above would add to the cost of the weapon...at the risk of negatively affecting it's capabilities.
As for North Korea and Iran...never is a long fucking time, you sure you want to make that claim? The third-world nations you talk about, their greatest weapon is the media. Our hinderance is being caught up with trying to kill bad guys and be all nicey-nice about it.
Of course though, someone will develop a new neat trick to defeat ABM systems. You pick up a stick, I grab a rock...so on and so forth. The point is to stay ahead of your foe....or stop advancing and be in the unenviable position of having to bring a knife to a gunfight.