If I'm Al Qaeda, I take one of these suitcase nukes and perform a very public test explosion in, say, Kurdistan. That way, the message gets out that they've got 'em and know how to use 'em, they scare the bejeezers out of the world, and now they know the things actually work. Somehow I don't see them setting out with a bunch of suitcases that turn out to be duds.
Is it a theoretical possibility? Everything is. All I know is, it hasn't happened. And if it does, it will probably happen a nanosecond before I'm vaporized (given where I work), so what's a guy to do?
Makes sense, unless they only have 1, 2, or 3 weapons (which is much more likely than 40). Why waste them?