As far as I know steam is just a power transmission method, its in how that steam is produced that the efficiency factors come in. Although one was probably never officially built a small nuclear reactor powering a steam turbine would have interesting efficiency figures. I can't believe given their huge loading gauge and distances that the Soviets didn't at least consider this.
The smallest nuclear reactors of significant power output are those used to power nuclear submarines, still much to big for even a generous railway loading gauge. They also need a lot of cooling water, easily achieved at sea but not so easy on a locomotive.