Well, you need to launch the nukes into space... that costs fuel and launch sites. ICBMs are used to reach places within the earth's atmosphere.

Then there's also the problem with the explosions, you can't send them all at once, else the explosion from the first engulfs the succeeding ones. Although, I'm unfamiliar on the effects of nuclear fission on matter in vacuum, I don't think the whole asteroid would be disintegrated..