Building a reactor was a step on the way to building a bomb.

Two isotopes were used for fission bombs in WWII: Uranium 235 and Plutonium. More than 99% of naturally occurring Uranium is Uranium 238, which will not sustain a chain reaction necessary for a bomb. There are only trace amounts of Plutonium in nature, but it can be produced in reactors that use U238 for fuel. So, to make a fission bomb you need to either separate U235 from U238 or build a reactor to create Plutonium.

It's worth noting that the shortage of heavy water was no accident. The Allies sabotaged the heavy water production facility in Norway that Germany relied on[1].

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[1]https://en.wikipedia.org/wiki/Norwegian_heavy_water_sabotage

The US built a reactor first too [1], followed by others [2] as part of the Manhattan Project.

[1] https://en.wikipedia.org/wiki/Chicago_Pile-1 [2] https://en.wikipedia.org/wiki/Hanford_Site