To add, more specifically to ICBMs, missiles also have counter measures. A common one in nuclear missiles is multiple and decoy warheads. So you really want to hit the missile, and before the warheads deploy. Which really sets a timelimit on when you can hit it. After the warheads deploy, they spread out pretty fast, making it much harder to hit with an explosion instead of kinetic force. Really you only have a few minutes to detect the launch, track, launch, and hit your target (generally the sooner the better). That's a real time crunch, which is one of the reasons they go STUPID fast.

Tldr: kinetic force is definitely the way to go.