Colossus was not a panopticon, it was operating on limited intelligence and information about the world. Now, consider a hypothetical secret and clandestine science and engineering team (think: Black Mesa East) could exist completely hidden from Colossus and fabricate a workable fission bomb, then place and detonate it somewhere as a false-flag attack that Colossus would act against.
...or even just from recent middle-eastern history: an outrageous death-cult militant faction like ISIS.