The worst case considered at the time was an uncontrolled chain-reaction annihilating the planet. It was calculated to be impossible, but it still weighed on the minds of many scientists involved, even well into the hydrogen bomb era.
With the mindset at the time, the worst case scenario for the atomic bomb would have been it not going off in anyway way, and then they just handed their greatest enemy dud version if a top secret weapon.
Since it likely would have just blown up (fizzle) even if it didn’t fully detonate that is a pretty remote possibility.
Second worst would be it went off on a base somewhere and nuked a US base. Considering the location of these bases and the nature of the war at that point, it would have been a footnote causality wise, but embarrassing.
Worst case scenario it doesn't blow up exactly right and you just build another one?