I wish. They're definitely capable of inflicting physical harm outside of NK. Just the first link that comes to my mind that has already been shared here:
http://www.gq.com/news-politics/newsmakers/201306/kim-jong-i...
It's not so unusual for a Korean to be in Japan, and NK can surely provide falsified documents to "prove" their agent is actually from SK (NK and SK, aside from minor differencies, even speak the same language, so how would you tell them apart?)
Granted, their ability to move in the US might be severely smaller than their ability to move inside Japan. But you only need a person or two with an handgun to scare the living hell out of the media/country/people who worry about such things