There is no evidence that the Lazarus Group is linked to North Korea, other than what the US Department of Justice claims. However, assuming this is true, the North Korean government would do this to circumvent the international embargo and secure its needs from the global market. According to Wikipedia, the Lazarus Group began its emergence during the first decade of the 21st century, but well known in 2014 when it launched an attack on Sony Pictures, seen as political retaliation for the company's production of a film about North Korean leader Kim Jong Un.
If they are a famous and successful hacker group like this, they know how to launder those stolen bitcoin and cryptocurrencies. They actually did it many times in the past but there is always risk of being traced and caught so assume that they won't succeed to launder all those stolen coins.
I don't have any hate toward North Korean people but I dislike Kim Jong Un. He is like a pig that lives luxurious life above poverty of his citizens, it's not how a true national leader is. He only thinks of himself and perhaps his family, other people in his nation are useless and not important with him and his leadership.
Connection between Lazarus Group and North Korean government is only reported by US Department of Justice and other media cited it. I agree that it can be a false accusation, always has probability of false accusation, but I think there is higher chance that this accusation is valid.