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So how exactly does a "Nuclear-Propelled cruise missile" work? I would have assumed the weight of any nuclear reactor to make any such contraption impossible? Is this a conventional nuclear reactor producing electricity to run an electric motor, or is there some other scheme I haven't heard of?
It's a lightweight nuclear reactor that heats up air for propulsion.

US project from the fifties:

https://en.wikipedia.org/wiki/Project_Pluto

Current russian project:

https://en.wikipedia.org/wiki/9M730_Burevestnik

It boggles me that any country in the 21st century would attempt to build such a horrifyingly irresponsible machine, geopolitics be damned.

This thing is basically a dirty bomb on an unstoppable cruise missile. Any reactor powerful enough to drive a thing like that is going to make a big radioactive mess wherever it lands. There's no safe way to test it, either - you can use a dummy warhead, but you can't use a dummy reactor.

Also, clearly such a thing must be air-cooled, which means the moment you have a launch failure, you have a meltdown on your hands (dollars to doughnuts something like that happened here). Just developing such a thing is going to cause a huge raft of nuclear incidents.

Nuclear planes have already been built and tested. The problem is the shielding to keep the pilots from dying is too heavy. A cruise missile gets rid of the need for that.
Even if that were true, which as far as I can tell it isn't (both Soviet and US nuclear aircraft programs were canceled before any powered prototypes were made), aircraft at least are not meant to crash. All cruise missiles crash. Deliberately pulverizing a fueled-up nuclear reactor is not a nice thing to do.

In fact, according to Wikipedia, the risk of crashing and making a mess was a factor in the cancellation of both programs.

Its job is to deliver a fission warhead without being intercepted by current or future antimissile defences, the dirty bomb inside is comparatively unimportant.
Perhaps for the lower carbon output?
I think that's sort of the point of most nuclear weapons, to inflict massive damage and spread radiation where they land. Kind of hard to put that genie back in the bottle now.

The history of Russia and the United States shows they are not terribly concerned about casualties or making large sections of their homelands uninhabitable to further weapons development. Why would you expect that to change all of a sudden in 2019?

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So what's the motivation for those more advanced weapons? I thought we're already at MAD and the amount of current rockets would not be stopped by any existing system. (I.e. at least a small portion would get though) This would make developing anything more a waste of resources/time. Is that not correct anymore?
For killing aircraft carriers, mainly. The US’s eleven carriers are a key advantage over Russia (and China), and destroying those would be a top priority in a real shooting war where neither side actually wanted to escalate to nuclear weapons.
Tinfoily, but perhaps US anti missile systems are more effective than were lead to believe.
Its not tinfoil. ICBMs are nearly impossible to stop, and the systems designed to shoot them down only have like a ~50% chance of working.
it's not really such a deterministic thing. countries tend to be pretty secretive about the specifics of their nuclear attack/defense capabilities. it's hard to give better than a rough estimate of how many missiles could actually get through the defenses. if one superpower can deliver significantly more warheads on target than the other, MAD becomes less effective. it increases the temptation to use nuclear weapons in a desperate situation.
These missiles take a long a time to reach destination, and the time can be extended by a prolonged voyage (circle the globe a few times). The only people who can disarm the warhead are the enemies. You're not going to blow up your enemies while the missile is in the air. It's a great political tool. Launch a missile and everyone starts talking and giving in to your demands.
It's mostly a response to US stealth and anti-missile tech. Russia has been having trouble keeping up with US "First Strike" capability. They are afraid that we will mark and destroy their nuclear launch facilities all at once using stealth assets and stop them from retaliating by shooting down any that they manage to launch in time with ABS systems. This would essentially neuter them as a nuclear power in an instant.

It doesn't matter if we WOULD do such a thing. But the fact that maybe we can, prompts the development of these nearly unlimited range cruise missiles that we wouldn't be able to shoot down in time to stop a retaliation. In addition having your nukes literally hovering around your enemy is a great intimidation tactic.

The nightmare for any major power is being open to nuclear strike without the capability to retaliate.