Not exactly atomic bombs, but we do have evidence of naturally occurring, self sustaining nuclear reactors having operated for potentially hundreds of thousands of years in Earth's past (https://www.wikiwand.com/en/Natural_nuclear_fission_reactor)

Yes, and there is a nuclear fusion reactor above our heads right now, but that is similarly irrelevant when talking about bomb self-assembly.

That's a fair point, I just thought the natural fission reactors were cool while completely forgetting the one in the sky responsible for my ability to think that haha

I know. Are you suggesting we have already discovered everything there is to know about our planet / this universe?

I'm suggesting we know enough to rule out the spontaneous self assembly of nuclear bombs. And there's probably a few other things we can rule out by the same logic.