In London 1969 there is a terrorist called Hans Nemesis that wants to blow up the UK. Though his reasons are not explicit, it could be for revenge against an "enemy of his country" (Austria was Britain's enemy during both World Wars) and in the 1960s, World War 2 was a recent event and still fresh in people's mind.
In GTA 1 we see that the Jah Brotherhood Army of Love is against "The Babylon" gang. Later we see discover that is the US Government. Given that JBAoL successfully kill the POTUS in the Final Mission, the protagonist nowhere near safe anymore, since he will be killed by either of the factions.
After completing a mission to kill Hans Nemesis in GTA: London 1969, the British Secrete Service let the protagonist do as he please with the ICBM. Considering that the protagonist is a criminal, they just gave a nuclear weapon and the missile erector to a very dangerous person, which could use it to destroy a city in the UK or start a nuclear war.
