They do this frequently, it is quite sad but the Japanese government usually leans in to it, especially during the Abe era. Obvious "Hey never mind Russia, look at meeeee!" nonsense, but the government and media here usually like a bit of scaremongering too. Surprising restraint so far though, no trigger of the warning system on phones or anything, or at least where I am. Emergency warning via press release!
EDIT - I will say that what I think is eventually going to happen is eventually they will fuck up and one of these missiles, empty as they are, will fall into an old peoples home in Kanagawa or something, someday, crushing a few people . And then there will be problems. They must have their least malnourished rocket scientists working on it so far as to why it has yet to happen.