It's worth noting that, as long as they don't explode (or get stolen), a lost nuclear warhead is pretty benign. They contain a relatively small amount (a few dozen pounds) of low-activity nuclear material and it all tends to stay together.

A reactor contains way more material, probably several tons at least. If it's been operating, it contains lots of nasty, highly-radioactive fission and decay products. Reactors also like to go all melty and sometimes (non-nuclear) explodey when they fail, although I suspect that's less of a factor when it's underwater.