while I generally agree with you and wouldn't put anything past my old country, even outright intentional stealing of the station,I don't think it is nuclear submarine here. It is too big of a fish to operate efficiently in the Baltic "tadpool"(http://ocean.dmi.dk/models/figs/bshcmod.png), and it doesn't provide any meaningful capabilities for that battle theater. From the USSR times Russia has the Baltic covered with more than enough antiship/antisubmarine/cruise missiles and other weaponry (like the short range ballistic missiles plus medium range cruise missiles which violated that treaty) which are based on land, on aircraft and on small ships, frigates and destroyers there. Nuclear submarine really doesn't add anything here. Despite all that hardware, Russia has been beefing ups its capabilities there - a lot of the ships were made operational (they hadn't been really despite their official "operational" status) plus the above mentioned new deployments of the ballistic and mid-range cruise missiles plus new generation of antiship and antisubmarine missiles (on smaller faster cheaper ships), and also i think the smaller submarine drones. These drones are much more probably at the issue here than a nuclear sub. There is also other submarine drone type - the nuclear powered and armed "doomsday" drone https://en.wikipedia.org/wiki/Status-6_Oceanic_Multipurpose_... . It is most probably built in St Petersburg and transferred to the North and Pacific fleets. While such transfers are usually with cold reactor and without warhead, there still may be some intelligence related drama around it.
Russian rumors and threats of upgrades and military spending are a time honored tradition, with the exception of some specific projects that are not modernization at scale... the threats and rumors usually come to nothing.
But I think it far more likely that this was a military accident. Someone dragged an anchor, net or towed sonar array over this thing. They might not have appreciated what had happened until days/weeks afterwards.
This monitoring station disappeared toward the end, or shortly after, a major Russian naval exercise involving almost all of their northern fleet.
The US has moved an aircraft carrier, the Harry S Truman, near the coast of Norway, perhaps to observe Russian activity.
The Russians have two diesel-electric boats, both Kilo class, in the Baltic. Apparently, one of them has been out of commission for a while. The rumour is that they're significantly upgrading their Baltic submarine fleet.
While no passive sonar function has been disclosed for this station, it is fairly new, expensive and high-tech. It was deployed recently as an upgrade to the German data collection system in Kiel Bay.
Perhaps the Russians wished to transfer nuclear submarines to the Baltic to upgrade their fleet, and this station was seen as a concern.