Most don't, that's true. It only takes one.

There are at least four materials capable of sustaining a fission chain reaction, and any change to nuclear physics that is barely large enough to take those away would replace them with others. We are not even particularly near the boundary of it being possible.

But there ought to be some unstable elements that hadn't fizzed by themselves in natural aggregations and purities, and many such, and these might be manipulated by humans. If something doesn't happen naturally, are you in a situation where you're likely to be learning about a randomly placed lower bound that's probably randomly far above you, or in a case where you're learning about a nearby lower bound that probably has some things right above it?

This doesn't actually work...

There's only 3 isotopes to choose from. Th232 , U238 , U235 . Evidence that fission occurs probably came from U238 being fissioned by fast neutrons (or could just as well have). You can't make a bomb out of U238 , though, because it doesn't get fissioned by slow neutrons, and neutrons slow down quite rapidly, before they fission it enough. You need a nucleus so unstable, that it fissions when it captures a neutron. It must also fission immediately - if it fissions with a delay (if the mechanism of fissioning is that it captures the neutron, transmutes into something unstable that fissions later. Because neutrons do not leave tracks you don't immediately know that this is not what is going on).

There's precisely one naturally abundant isotope that you can use, it is U235 . Forget about plutonium, it'd be very expensive to make any without a reactor. Without naturally abundant U235 , no bomb anywhere near 1945 . It'd be something akin to an antimatter bomb - you need to make the material in a particle accelerator, which is ridiculously inefficient. (One could maybe make some plutonium in the particle accelerator, then use that plutonium in a breeder reactor to kick-start breeder economy, but the energy requirements for production of the seed plutonium are still utterly insane)

There's very little U235 because it has half life of 700 millions years. It is still ~4400 times the half life of the next most stable isotope that you could blow up, though (U233). Which has ~7x the half life of the next stablest (Pu239) , which has 3.2 x the half life of the next stablest (Am-243) . Which suggests to me that it's like "this cylinder will land with it's axis horizontal" prediction for something that turns out to be a coin rather than a pencil. (Frankly I do not understand why we even have any U235 at all. Could be some really weird anthropic reason that we don't know enough to deduce)

edit: doh, a correction. Neptunium-237 , albeit never used in bombs (critical mass 60kg - ish), can maybe be made into one, no doubt with great difficulty due to the size. It has half life of 2 million years. So the sequence of relative half-life becomes 3.2, 7, 12.5, 350

"But it would have been perfectly rational to think Y!" is not how you want to train yourself.

Well of course, but when 2 dice rolled sixes, you can't go on how it was irrational of Fermi to think the probability of such is 1/36 before anyone ever looked at the dice.

On the other hand, if you want a general heuristic that could've led Fermi to do better, I would suggest reasoning that previous-historical experimental proof of a chain reaction would not be strongly be expected even in worlds where it was possible, and that to discover a chain reaction to be impossible would imply learning some new fact of physical science which was not already known.

It's wise to consider how non-hindsight might have been harder. It's even wiser to consider, for each training example, what general heuristics might've helped anyway.

I think the comments have done a good job showing that learning that a chain reaction was possible would have also implied new facts of physical science, e.g. about neutron emission of the available isotopes, so the heuristic in the OP doesn't help much.