Developing the infrastructure to take moderately enriched Uranium and enrich it to something weapons grade is likely to be outside the industrial scope of any space facility for quite a while. When we've got 10,000,000 people living on the Moon we can use the same enforcement regime as we do with small countries on Earth. Until then it's not worth worrying about.
I should have been more specific - isn't the fear that nuclear power generation in space could be utilized as part of a weapons program.