Yes, they mention hydrogen caverns and thermal storage on pp. 5–6 — but those are more theoretical potentials than real, scalable solutions today. That’s why even in Fraunhofer’s own scenarios we still see 500–750 GW of wind + PV (6–9× average load) and 100–150 GW gas backup on top. In practice, it’s the massive renewable overcapacity that smooths supply, with storage playing only a limited supporting role.
How are they not scalable? And realize that even in the fantasy of an all-nuclear world, electrolyzers are still required: they are needed to make the hydrogen that's the feedstock for synthesis of ammonia, without which world agricultural yield would be much lower.
Given that this all-nuclear world has electrolyzers, what then prevents these from being driven by renewables (perhaps buffered short term by batteries), and the hydrogen then stored (as has been done for decades in underground storage caverns, just like natural gas is stored)? And once that is done, what prevents some of that hydrogen from then being profitably used to drive turbines when electricity prices are high? Gas turbines burning hydrogen are nearly identical to ones burning natural gas (just minor differences in the combustors) and have been available industrially for decades.
Using reasonable projections for cost (some of which have already been superseded by lower figures), we can estimate the cost of providing synthetic baseload from wind/solar/storage in Europe, using historical weather data. It comes in cheaper than nuclear.