My gut feeling is that he simply didn't know that his country didn't have them any longer.
Its posible that his WMD program was making little or no progess but nobody wanted to report failure to him for fear of the bullet or the noose.
The reports that he received were probably greatly positive and greatly exagerated.
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My name is Ozymandias, King of Kings;
Look on my Works, ye Mighty, and despair!
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