If any nation launched a nuke over our territory in that fashion it would be an act of nuclear war and we'd retaliate in cold-war fashion. It's absurd to think we'd track a missile, let it blow up, and then not respond to it like any other ICBM attack.
Never said we wouldn't 'retailiate'!
Hopefully our missle defense system would be totally in place before that could happen.
Assuming our guidance systems would work after an EMP attack.