I don't blame the museum for calling the bomb squad. The fuel they put in those things is some real nasty toxic shit that if there were any trace left would be problematic. The whole "nuclear" part is the media being intentionally clickbaity.
Tin foil hat engaged: This is exactly the news story I'd have the papers run if it'd had a warhead and too many people were aware of the missile's existence for convenient disappearances to be an option. Make it safe, spin a story to reassure the public, breathe a sigh of relief that it didn't turn out differently.
Then get back to guarding the secret prison facility holding the aliens who shot JFK.