Why should a country keep nuclear weapons?
I would argue that the only real reason for keeping nuclear weapons is as a deterrent to other countries that might threaten the country with the nuclear weapons. To this way of thinking, the nuclear weapons would scare the other country and prevent it from attacking.
Perhaps the best example of why this makes sense is North Korea. The North Korean regime seems irrational and it does many things that make other countries wish for regime change. However, there is really no chance of a military attack on North Korea. Because the North Koreans have some nuclear capability, no country would be willing to attack for fear that the North would destroy Seoul and other South Korean cities.
In this way, a nuclear arsenal can work in favor of a country by keeping it safe from attack.