That wouldn't happen either at all ever. Nuclear fission of atoms lower than iron on the periodic table, excepting unstable isotopes, needs more energy than they let out.
They didn't know that at the time.
I think the point to take away is supposed to be that they
did 'know' it wouldn't happen, but they didn't
know that it wouldn't happen. So it wouldn't hurt to double-check, once actually considered.
I imagine that up close (FCVO 'close') to an exploding nuclear and/or atomic bomb the Nitrogen in the air (as an example) is getting bathed in the various nuclear products and radiations and
do get fissioned. Especially the slight amount (half a percent, IIRC) of normally stable but potentially 'top heavy'
15N. It'd absorb an amount of the energy, along the way, but still assist in propagating the remainder outwards (just behind the uninterrupted primary 'explosion' that hasn't yet been retarded) with further subatomic spall from the interaction, more than would happen with a 'perfect moderator' atmosphere.
Without much in the way of observations of such a high-energy event, therefore, could they be sure that the energy produced wasn't
just enough to collide with a hemisphere or so of atmosphere before finally petering out.
It probably took just a few moments of thinking to cross-compare the absorption cross-sections and comparative nuclear stability
of the primary atmospheric gasses (and some of the secondary ones, just in case there was a surprising). Just to make sure that it
couldn't roil out further than acceptable. (Perhaps emulating the problems with the Psychlos of Battlefield Earth (the novel, if not film...) and
their atmosphere's reaction with radioactivity.)
Similar to the proposed dangers of the LHC, I suspect that any 'surprise' elements we might have had doping the atmosphere with the potential to create a runaway effect (enough to account for their rarity in the atmosphere) would have previously been struck by cosmic rays already, and thus long ago either activated or denatured in the process, back when it caused us no harm at all... But the cosmic ray mitigation surely wasn't well enough known (if at all) to the more down-to-earth scientists.
Remember: When detonating a prototype nuclear device - Safety first!