It's possible that we'll be caught in any nation. If we're caught in North Korea, though, then the matter may be mishandled. North Korea's reputation will proceed it, and other intelligence agencies will be wary of trusting a nation that makes as much propaganda as North Korea.
Going to NK won't stop us from being caught, but we can use the trust issues present to mitigate damage. Of course, if NK gets concrete video of us, then we're screwed; but that'd be true for any place in the world with modern digital technology, and we're specialized for digital tech. What if there's just a digital trail? The US, Russia, China, and anywhere in the EU might have the resources to follow that*, but NK only has China (and even then, it's begrudging). Going to NK wouldn't stop us from messing up, but I struggle to think of any isolated nation in the world that we could rely on to botch our discovery as bad as NK.
I'm not making the point that going to NK will stop us from being caught, but it does have the possibility of protecting us from our mistakes. We can make NK a forward base after the time is right.
*But probably not. Still, nightmare scenarios.
Edit: Also, NK has a controlled Intranet, not an Internet. That means that if we're really fast, we could feasiblly scrub any evidence of our existence before it gets too far.