That would be a very strange design choice, to have the warhead self-destruct in that way. I don't know how much is really around in the open literature on ex-Soviet / Russian nuclear torpedoes, but certainly there's nothing around to suggest that US nuclear weapons do that, for a variety of good reasons, and I don't think there's any reason to suspect that the Russians designed theirs much differently. Off the top of my head: first, most nuclear weapons don't have a self-destruct or recall capability once launched, because that's a vulnerability during actual use; two, if it were launched unarmed, then the expected result would be a failure of the actual detonation system, leaving an intact weapon somewhere at the bottom of the ocean; third, a fizzle of a nuclear weapon underwater would probably cause a substantial amount of contamination from the fissile materials; it would basically be a (very) "dirty bomb", and difficult to hide. We'd see significant long-lived fissile contamination in the water either already or very shortly.

The much more likely explanation is that a reactor, either onboard a ship or submarine or on shore, had some sort of (probably minor, in the sense of "not catastrophic") mishap and vented steam from a primary cooling loop. You would expect to see short-lived byproducts including Iodine-131 in this case. There have been a number of similar accidents over time, and a release of steam wouldn't necessarily have any other signs and it might be tempting to cover up if it occurred at sea.

Relevant FAS/LANL background on iodine releases from nuclear reactors: https://fas.org/sgp/othergov/doe/lanl/pubs/00416674.pdf