You need weapons grade nuclear materials in large enough quantities for them which require a lot of expensive infrastructure. Countries that have nukes do not want more countries to get them so they do anything they can to prevent other countries from building that infrastructure which can include sanctions or outright sabotage.
The countries that have production capabilities for those materials keep track of everything and have regular inspections that make it very difficult for those materials to get lost and used by those who are not supposed to use them.
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