Missile testing

As I was doing some research for my upcoming Santa Fe trip, I stumbled onto the site for a national park I've always wanted to visit: White Sands. It's too far away to go to on this trip but I was alarmed at the following alert on the site.

 Ummmmm excuse me? Missile Tests? I have so many questions about this. For starters - aren't national parks in existence to preserve the area from destruction? Why is missile testing going on near enough that it needs this kind of alert? Isn't this why we own places elsewhere in the world? Why are we even testing in the USA? WHY NEAR A NATIONAL PARK? And if it's near a national park, wouldn't it be near people and if near people, why not Santa Fe? I am beyond confused. 

Note so self: don't go to White sands... And do more research on this.