From "North Korea Nuclear Test Puts Pressure on China and Undercuts Xi" (NYT).
What makes a nation a "rogue"? A "rogue" was, originally, "An idle vagrant, a vagabond; one of a group or class of such people." (I'm using the unlinkable OED, as I take a break from thinking about nuclear war to contemplate a quirk of language.) These days, a "rogue" is "A dishonest, unprincipled person; a rascal, a scoundrel." Or "A mischievous person, esp. a child; a person whose behaviour one disapproves of but who is nonetheless likeable or attractive. Frequently as a playful term of reproof or reproach or as a term of endearment." Playful. Endearment. Oh, North Korea, you rogue!
But "rogue nation" and "rogue states" are, of course, standard terms. Other standard terms are: rogue cop, rogue hero*, rogue lawyer, rogue operation, rogue priest, rogue radical, rogue soldier, rogue word**, rogue trader, rogue wave.
When we say "rogue state," we mean "a state perceived to be flouting international law and threatening the security of other nations." That is, whoever is using the term is doing the perceiving.
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* "1899 F. W. Chandler Romances Roguery i. i. 6 The Roman de Renart also, with its masquerade and bold parody, and its rogue hero, the fox, went a long way toward preparing for the advent of the picaro" (OED).

** "1922 J. Joyce Ulysses i. iii. [Proteus] 47 Roguewords, tough nuggets patter in their pockets" (OED).

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