While this is just a test so I don't know if it'd be the same, actual nuclear ICBMs have absolutely no remote cancel or detonation options at all.

Introducing them would introduce the possibility of your enemy hacking them and detonating them to protect themselves, so they're completely out of human control once launched.

Yea, it almost looked like the FTS attempted to activate, but failed to destroy the missile.

Afaik the Russians don't believe in flight termination procedures. Luckily, this gives us glorious fireballs like this one or the gorgeous Unscheduled rapid disassembly of the Proton M. Russians know how to make a show spark!