It's not clear that all the intelligence agencies have are binaries. They are in the business of collecting intelligence after all. It's completely possible for instance that they have an informant, have hacked the hackers computers, have access to very detailed network data allowing them to trace back where the malware is communicating to (not just the first hop), etc.

On the flip side they also have a history of lying, and could well be motivated to say this in the absence of such reliable evidence (or even evidence suggesting something else).