It is safer for the moment when the test is done, because you are not going to have the radioactive dust everywhere, but in time will affect the aquifers and the environment in general. So this is not as safe as you will think.
The test itself is much safer underground. The danger is an unstable dictator with the rocketry expertise to possibly launch nuclear warheads into far away countries. Also, conventional artillery can reach the city of Seoul, South Korea with it's 10 million population. That is a big stick to hang over the world. With the United States credibility essentially zero it is not clear who can do anything about it. Perhaps Japan will re-militarize.