Confirming my memories, I never did finish the Allied campaign in Red Alert.
I'm now on an in-door level, something I've never seen (It's the second half of mission 10, out of 14 total). Must've never got past the first half of this mission back in the 90's, since I did remember the opening cutscene. Looks like it's what you're talking about, since stopping the launch of nuclear missiles is my task.
Jinxed myself, since I was just thinking to myself earlier that I'm surprised that they never tried such nonsense.