We all know that mini nukes are in the hands of countries that are friends of the US. These countries can be seeking to put us on notice that we are not going to get away with absolute disregard to their interests. Smuggling such devices to the US is not a bog deal, as we have seen on TV. Therefore, the potential of such devices being hidden in unfriendly embassies is very possible. Having said so, I doubt that any of these countries would risk a nuclear war against the US. These devices are here essentially as an insurance policy? The secret service people have lots insider information, and if they estimated that such possibility is here, I believe them. However, I am very surprised at the number 30-40? I would have imagined one or two at the most! But they get the big bucks for being the experts?
But why would they plant nukes and then just wait? It makes no sense. If they had them in place, they'd detonate them.